Self-standardized central limit theorems for trimmed Lévy processes

DOI10.1007/S10959-020-01021-0MaRDI QIDQ2664533zbMATH OpenOpenAlexFDO

Authors David M. Mason

Publication date 17 November 2021

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-020-01021-0

zbMATH Keywords

distributional approximationtrimmed Lévy processestrimmed subordinators

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Processes with independent increments; Lévy processes (60G51)

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Cites work

• scientific article; zbMATH DE number 1639863 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• Lévy processes and their applications in reliability and storage
• On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
• Point processes and queues. Martingale dynamics
• Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
• Stability and attraction to normality for Lévy processes at zero and at infinity
• Stochastic compactness of Lévy processes
• Trimmed Lévy processes and their extremal components
• What portion of the sample makes a partial sum asymptotically stable or normal?

Cited in

(2)

• Convergence of trimmed Lévy processes to trimmed stable random variables at 0
• A note on central limit theorems for trimmed subordinated subordinators

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