On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable

DOI10.1239/jap/1082999077zbMath1055.60010OpenAlexW2152441540MaRDI QIDQ4819469

Yu. A. Davydov, Alexander V. Nagaev

Publication date: 24 September 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1082999077

zbMATH Keywords

extreme valuesstable lawsconvex hullpeelingbinomial and Poisson point processesPoisson spectral measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

On convergence of empirical point processes ⋮ On the peeling procedure applied to a Poisson point process

Cites Work

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• Limit theorems on order statistics
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• On the Role of Extreme Summands in Sums of Independent Random Variables
• The Influence of the Maximum Term in the Addition of Independent Random Variables

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