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  • 1 Universidade de Brasilia, 70910-900 Brasilia, DF, Brazil
  • 2 Univ. Federal do Rio Grande do Norte, 59072-970 Natal, RN, Brazil
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Abstract

Convergence in Mallows distance is of particular interest when heavy-tailed distributions are considered. For 1≦α<2, it constitutes an alternative technique to derive central limit type theorems for non-Gaussian α-stable laws. In this note, we further explore the connection between Mallows distance and convergence in distribution. Conditions for their equivalence are presented.

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