Abstract
We prove under general conditions that a trimmed subordinator satisfies a self-standardized central limit theorem (SSCLT). Our basic tool is a powerful distributional approximation result of Zaitsev (Probab Theory Relat Fields 74:535–566, 1987). Among other results, we obtain as special cases of our subordinator result the recent SSCLTs of Ipsen et al. (Stoch Process Appl 130:2228–2249, 2020) for trimmed subordinators and a trimmed subordinator analog of a central limit theorem of Csorgő et al. (Probab Theory Relat Fields 72:1–16, 1986) for intermediate trimmed sums in the domain of attraction of a stable law. We then use our methods to prove a similar theorem for general Levy processes.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.