Trimmed sums and associated random variables in the q-domain of attraction of stable Laws

Détails

ID Serval
serval:BIB_17832
Type
Partie de livre
Collection
Publications
Institution
Titre
Trimmed sums and associated random variables in the q-domain of attraction of stable Laws
Titre du livre
Probability Theory and Mathematical Statistics: Proceedings of the Seventh Vilnius Conference 1998
Auteur⸱e⸱s
Neuenschwander D., Schott R.
Editeur
Vilnius: TEV / Utrecht: VSP
ISBN
9067643130
9789067643139
Statut éditorial
Publié
Date de publication
1999
Editeur⸱rice scientifique
Grigelionis B., Kubilius J., Paulauskas V., Statulevicius V., Pragarauskas H.
Volume
3
Pages
515-520
Langue
anglais
Résumé
We introduce a concept of trimming in the context of q-probability and prove two limit theorems for absolutely trimmed q-sums of random variables in the strict domain of attraction of a non-Gaussian strictly stable law. For intermediately trimmed q-sums one always gets a Gaussian limit, whereas lightly trimmed q-sums converge to a limit which can be described by some generalizations of the classical Lévy construction of first kind of non-Gaussian stable laws. Furthermore, we carry over a stable limit theorem for associated random variables.
Création de la notice
19/11/2007 10:39
Dernière modification de la notice
20/08/2019 13:47
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