A NOTE ON THE RATE OF CONVERGENCE FOR -CONVOLUTIONS
ON
Abstract: This paper focuses on -convolutions, a class of generalized convolutions of
random vectors. It establishes the rate of convergence in uniform (Kolmogorov) metric for
normalized -fold -convolution of random vectors to a generalized stable law. The
method of proof relies on the application of probability metrics. Applications of generalized
stable laws to financial data are also mentioned.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -