Trimmed sums of i.i.d. Banach space valued random variables
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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- A general LIL for trimmed sums of random fields in Banach spaces
- LIL and the approximation of rectangular sums of B-valued random variables when extreme terms are excluded
- Convergence to a stable distribution via order statistics
- scientific article; zbMATH DE number 3716479 (Why is no real title available?)
- On series representations of infinitely divisible random vectors
- On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law
- On the limit distributions of lightly trimmed sums
- Operator stable laws: Series representations and domains of normal attraction
- A general LIL for trimmed sums of random fields in Banach spaces
- LIL and the approximation of rectangular sums of B-valued random variables when extreme terms are excluded
- An almost sure invariance principle for trimmed sums of random vectors
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- Central limit theorem for truncated heavy tailed Banach valued random vectors
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