Trimmed sums and associated random variables in the \(Q\)-domain of attraction of stable laws
type: Item
instance of: scholarly article
zbMATH Open document ID: 1003.60003
author: Daniel Neuenschwander
author: R. Schott
publication date: 2003-01-09T00:00:00Z
Mathematics Subject Classification ID: 60B10
zbMATH DE Number: 1701877
zbMATH Keywords: \(q\)-convolution
zbMATH Keywords: trimmed sum
zbMATH Keywords: stable law
zbMATH Keywords: associated random variables
MaRDI profile type: Publication
title: Trimmed sums and associated random variables in the \(Q\)-domain of attraction of stable laws
review text: 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].
reviewed by: Arnold Janssen
description: scientific article; zbMATH DE number 1701877