A LIL and limit distributions for trimmed sums of random vectors attracted to operator semi-stable laws

DOI10.1007/s10114-014-3487-7zbMath1307.60029OpenAlexW2093178704MaRDI QIDQ741236

D. Kharzeev

Publication date: 11 September 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-014-3487-7

zbMATH Keywords

law of the iterated logarithmdomain of attractionrandom vectorsoperator semi-stable lawtrimmed sumstochastic compactness

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Other physical applications of random processes (60K40) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Infinite limits and infinite limit points of random walks and trimmed sums
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• On the limit distributions of lightly trimmed sums
• Operator-Semistable Distributions on ${\bf R}^d$
• The strong law of large numbers when extreme terms are excluded from sums
• Stability for sums of i.i.d. random variables when extreme terms are excluded
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• A Law of the Iterated Logarithm for Stable Summands
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