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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2002 Volume 47, Issue 3, Pages 575–583 (Mi tvp3697)

This article is cited in 5 papers

Short Communications

On the role of extreme summands in sums of independent random variables

A. V. Nagaeva, I. M. Khamdamovb

a Nikolaus Copernicus University
b Institute for Mathematics and Information Technologies of the National Academy of Sciences of Uzbekistan

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.

Received: 22.07.1998
Revised: 03.03.1999

DOI: 10.4213/tvp3697


 English version:
Theory of Probability and its Applications, 2003, 47:3, 533–541

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