A gaussian central limit theorem for trimmed products on simply connected step 2-Nilpotent Lie groups

Abstract

A limit theorem due to J. Kuelbs and M. Ledoux, valid for dilatation-stable laws on type 2-Banach spaces, is carried over to stable laws on simply connected step 2-nilpotent Lie groupsG. We show that for products of i.i.d. random variables in the ℐ of attraction of a nondegenerate ℐ semigroup onG, where ℐ is a one-parameter automorphism group acting contracting onG, a certain “intermediate” trimming procedure, together with a suitable norming, always yields a nondegenerate centered Gaussian limit.