Extreme values and a Gaussian central limit theorem

DOI10.1007/BF00699095zbMath0586.60017OpenAlexW2088454108MaRDI QIDQ1071368

Michel Ledoux, James Kuelbs

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00699095

zbMATH Keywords

extreme valuescentral limit theoremdomain of attractionstable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (4)

A Gaussian central limit theorem for trimmed products on simply connected step 2-nilpotent Lie groups ⋮ Universal asymptotic normality for conditionally trimmed sums ⋮ A limit theorem for truncated measures in generalized convolution algebras ⋮ Another view of the CLT in Banach spaces

Cites Work

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• Approximate local limit theorems for laws outside domains of attraction
• The class of limit laws for stochastically compact normed sums
• The LIL when X is in the domain of attraction of a Gaussian law
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Extreme values and the law of the iterated logarithm
• Domains of partial attraction and tightness conditions

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