Abstract:
Sums of independent identically distributed random variables are considered. It is assumed that the underlying distribution belongs to the domain of attraction of a stable law with the characteristic exponent $\alpha\in(0,1)\cup(1,2)$. We focus our attention on the limit distribution of those sums from which k extreme right and $m$ extreme left summands are removed.
Keywords:monotone $\varepsilon$-approximation, order statistic, Poisson spectrum, stable distribution.