Rates of convergence in the operator-stable limit theorem

Suppose that the ^d -valued random vector is strictly operator-stable in the sense that , the characteristic function of , satisfies for everyt<0, for some invertible linear operatorB on ^d . Suppose also that for the i.i.d. random vectors {X _i } in ^d , . In the present paper, we study the rates of convergence of this operator-stable limit theorem in terms of several probability metrics. A new type of ideal metrics suitable for this rate-of-convergence problem is introduced.This research was partially supported by NSF, Grant DMS-9103452 and NATO, Grant CRG900798.