Trimmed sums and associated random variables in the \(Q\)-domain of attraction of stable laws (Q2769698)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1701877
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Trimmed sums and associated random variables in the \(Q\)-domain of attraction of stable laws |
scientific article; zbMATH DE number 1701877 |
Statements
9 January 2003
0 references
\(q\)-convolution
0 references
trimmed sum
0 references
stable law
0 references
associated random variables
0 references
Trimmed sums and associated random variables in the \(Q\)-domain of attraction of stable laws (English)
0 references
The present paper establishes two theorems for trimmed sums for \(q\)-convolutions. Intermediate trimming leads to normal limit laws whereas light trimming of variables being in the domain of a non-Gaussian stable law leads to sums where the extremes have been removed from the infinite series representation of stable laws. The \(q\)-transformation, see Feinsilver (1987), transforms each variable of the sum by independent infinite sums of exponential distributions.NEWLINENEWLINEFor the entire collection see [Zbl 0968.00043].
0 references
0.8201683759689331
0 references
0.8182091116905212
0 references
0.8065152168273926
0 references
