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Strong Approximation Theorems for Sums of Random Variables when Extreme Terms are Excluded

โœ Scribed by Li Xin Zhang


Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2002
Tongue
English
Weight
211 KB
Volume
18
Category
Article
ISSN
1439-7617

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Let Xi, i = 1, 2, . . ., be i.i.d. symmetric random variables in the domain of attraction of o symmetric stable distribution (J, with 0 < a < 2. Let Yj, i = 1, 2, ..., be ii.d. symmetric stable random variables with the common distribution a,. It is known that under certain condi-