Trimmed sums of i.i.d. Banach space valued random variables (Q1209207)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Trimmed sums of i.i.d. Banach space valued random variables |
scientific article |
Statements
Trimmed sums of i.i.d. Banach space valued random variables (English)
0 references
16 May 1993
0 references
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.
0 references
triangular array
0 references
trimmed sum
0 references
domain of attraction
0 references
infinitely divisible measure
0 references
series representation
0 references
Fourier transform
0 references