Trimmed sums of i.i.d. Banach space valued random variables (Q1209207)

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Trimmed sums of i.i.d. Banach space valued random variables
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    Trimmed sums of i.i.d. Banach space valued random variables (English)
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    16 May 1993
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    Let \((X_{nj})_{1\leq j\leq n, n\geq 1}\) be a triangular array of rowwise i.i.d. random vectors with values in a real, separable Banach space \(B\). Denote by \(X_ k^{(n)}\) the \(k\)-th largest random vector among \(\{X_{nj}:1 \leq j \leq n\}\). Then the trimmed sum \(S_ n^{(r)}\) \((r \geq 0)\) is defined by \(S_ n^{(r)}=\sum^ n_{j=r+1}X_ j^{(n)}\). The author studies the asymptotic behaviour of the sequence \(\bigl( S_ n^{(r)}\bigr)_{n \geq 1}\) in the case, when \((X_{nj})\) belongs to the domain of attraction of an infinitely divisible measure on \(B\) without a Gaussian component. Under the assumption that \(B\) is of type 2, it is proved that the sequence \(\bigl(S_ n^{(r)} \bigr)\) converges weakly to a \(B\)-valued random vector \(Z^{(r)}\), which can be explicitly described by a series representation and by a formula for its Fourier transform.
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    triangular array
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    trimmed sum
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    domain of attraction
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    infinitely divisible measure
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    series representation
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    Fourier transform
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