Extreme values and a Gaussian central limit theorem (Q1071368): Difference between revisions
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Latest revision as of 11:35, 30 July 2024
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English | Extreme values and a Gaussian central limit theorem |
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Extreme values and a Gaussian central limit theorem (English)
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1986
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We examine the central limit theorem with Gaussian limit law for a sequence of independent, identically distributed, vector valued random variables whose partial sums can be centered and normalized to be tight with non-degenerate limit laws. These results apply to the situation when the sequence is in the domain of attraction of a non-degenerate stable law of index \(p\in (0,2]\), and are achieved by eliminating the extreme values from the partial sums.
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central limit theorem
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domain of attraction
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stable law
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extreme values
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