Rate of convergence to alpha stable law using Zolotarev distance : technical report

Abstract

This paper considers the question of the rate of convergence to $\alpha$- stable laws, using arguments based on the Zolotarev distance to prove bounds. We provide a rate of convergence to $\alpha$-stable random variable where 1 < $\alpha$ < 2, in the generalized CLT, that is, for the partial sums of independent identically distributed random variables which are not assumed to be square integrable. This work is a technical report based on the Zolotarev paper in [1].

8 pages