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On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable
Published online by Cambridge University Press: 14 July 2016
Abstract
The focus of our attention is the limit distribution of the sum of independent and identically distributed random vectors from which all the extreme summands are removed. The problem is rather trivial if the summands are ordered by their norms. It is of much more interest when the vertices of the convex hull generated by the vectors are taken as the extremes.
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- Copyright © Applied Probability Trust 2004
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