A note on central limit theorems for trimmed subordinated subordinators (Q6150877)

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].