Extreme values and a Gaussian central limit theorem
type: Item
instance of: scholarly article
title: Extreme values and a Gaussian central limit theorem
zbMATH Open document ID: 0586.60017
DOI: 10.1007/BF00699095
author: Michel Ledoux
author: Jim Kuelbs
publication date: 1986-01-01T00:00:00Z
review text: We examine the central limit theorem with Gaussian limit law for a sequence of independent, identically distributed, vector valued random variables whose partial sums can be centered and normalized to be tight with non-degenerate limit laws. These results apply to the situation when the sequence is in the domain of attraction of a non-degenerate stable law of index \(p\in (0,2]\), and are achieved by eliminating the extreme values from the partial sums.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60B12
zbMATH DE Number: 3940302
zbMATH Keywords: central limit theorem
zbMATH Keywords: domain of attraction
zbMATH Keywords: stable law
zbMATH Keywords: extreme values
MaRDI profile type: Publication
cites work: Q3906818
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full work available at URL: https://doi.org/10.1007/bf00699095
OpenAlex ID: W2088454108
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 3940302