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

Details

Serval ID
serval:BIB_17832
Type
A part of a book
Collection
Publications
Institution
Title
Trimmed sums and associated random variables in the q-domain of attraction of stable Laws
Title of the book
Probability Theory and Mathematical Statistics: Proceedings of the Seventh Vilnius Conference 1998
Author(s)
Neuenschwander D., Schott R.
Publisher
Vilnius: TEV / Utrecht: VSP
ISBN
9067643130
9789067643139
Publication state
Published
Issued date
1999
Editor
Grigelionis B., Kubilius J., Paulauskas V., Statulevicius V., Pragarauskas H.
Volume
3
Pages
515-520
Language
english
Abstract
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.
Create date
19/11/2007 9:39
Last modification date
20/08/2019 12:47
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