Trimmed sums and associated random variables in the \(Q\)-domain of attraction of stable laws (Q2769698)
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scientific article; zbMATH DE number 1701877
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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
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\(q\)-convolution
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trimmed sum
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stable law
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associated random variables
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Trimmed sums and associated random variables in the \(Q\)-domain of attraction of stable laws (English)
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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].
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