Extreme values and a Gaussian central limit theorem |
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Authors: | J. Kuelbs M. Ledoux |
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Affiliation: | (1) Department of Mathematics, University of Wisconsin, 53706 Madison, WI, USA;(2) Département de Mathématique, Université de Strasbourg, 7, rue René Descartes, F-67084 Strasbourg, France |
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Abstract: | Summary We examine the central limit theorem with Gaussian limit law for a sequence of independent, identically distributed, vector valued random variables whose partial sums can be centered and normalized to be tight with non-degenerate limit laws. These results apply to the situation when the sequence is in the domain of attraction of a non-degenerate stable law of indexp(0,2], and are achieved by eliminating the extreme values from the partial sums.Supported in part by NSF Grant MCS-8219742Work done while visiting the University of Wisconsin, Madison, with partial support by NSF Grant MCS-8219742 |
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