A note on central limit theorems for trimmed subordinated subordinators (Q6150877)
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scientific article; zbMATH DE number 7814327
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English | A note on central limit theorems for trimmed subordinated subordinators |
scientific article; zbMATH DE number 7814327 |
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A note on central limit theorems for trimmed subordinated subordinators (English)
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7 March 2024
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Let \(X=\{X(t)\}_{t\geq0}\) and \(V=\{V(t)\}_{t\geq0}\) be two independent, zero-drift subordinators, and define the subordinated subordinator process \(W=\{W(t)\}_{t\geq0}\) by \(W(t)=V(X(t))\). The author gives self-standardised central limit theorems for two differently trimmed versions of \(W\). In the first version, \(W(t)\) is trimmed based on the ordered jumps of \(V\) on the interval \((0,X(t)]\). The second version has trimming based on the ordered jumps of \(W\) on the interval \((0,t]\). Applications of these central limit theorems are discussed in the special cases of two independent stable subordinators, and the Mittag-Leffler process. For the entire collection see [Zbl 07730209].
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trimmed subordinated subordinators
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subordinated trimmed subordinators
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distributional approximation
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self-standardized central limit theorem
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stable process
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