most citedFractional Edgeworth Expansion: Corrections to the Gaussian-Lévy Central Limit Theorem

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cond-mat.stat-mech2014★ 9 cited

Fractional Edgeworth Expansion: Corrections to the Gaussian-Lévy Central Limit Theorem

Netanel Hazut, Shlomi Medalion, David A. Kessler +1

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distribut…