Stable Convergence and Stable Limit Theorems

Erich Haeusler studied mathematics and physics at the University of Bochum from 1972 to 1978. He received his doctorate in mathematics in 1982 from the University of Munich. Since 1991 he has been Professor of Mathematics at the University of Giessen, where he teaches probability and mathematical statistics. Harald Luschgy studied mathematics, physics and mathematical logic at the Universities of Bonn and Münster. He received his doctorate in mathematics in 1976 from the University of Münster. He held visiting positions at the Universities of Hamburg, Bayreuth, Dortmund, Oldenburg, Passau and Wien and was a recipient of a Heisenberg grant from the DFG. Since 1995 he is Professor of Mathematics at the University of Trier where he teaches probability and mathematical statistics.

Preface.- 1.Weak Convergence of Markov Kernels.- 2.Stable Convergence.- 3.Applications.- 4.Stability of Limit Theorems.- 5.Stable Martingale Central Limit Theorems.- 6.Stable Functional Martingale Central Limit Theorems.- 7.A Stable Limit Theorem with Exponential Rate.- 8.Autoregression of Order One.- 9.Branching Processes.- A. Appendix.- B. Appendix.- Bibliography.

"This book presents an account of stable convergence and stable limit theorems which can serve as an introduction to the area. ... The book is a big account of all major stable limit theorems which have been established in the last 50 years or so." (Nikolai N. Leonenko, zbMATH 1356.60004, 2017)

"The present book represents a comprehensive account of the theory of stable convergence. The theory is illustrated by a number of examples and applied to a variety of limit theorems. ... The book is well written, and the concepts are clearly explained. I enjoyed reading it because of both the contents and the authors' attractive style of presentation. ... I concur with this and think that the book will appeal to the student as much as to the specialist." (Alexander Iksanov, Mathematical Reviews, February, 2016)