On the Role of Extreme Summands in Sums of Independent Random Variables

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.

Identifiers

DOI

10.1137/s0040585x97979913

Citations and references