Series representation for semistable laws and their domains of semistable attraction

If the centered and normalized partial sums of an i.i.d. sequence of random variables converge in distribution to a nondegenerate limit then we say that this sequence belongs to the domain of attraction of the necessarily stable limit. If we consider only the partial sums which terminate atk _n wherek _n+1 ck _n then the sequence belongs to the domain of semistable attraction of the necessarily semistable limit. In this paper, we consider the case where the limiting distribution is nonnormal. We obtain a series representation for the partial sums which converges almost surely. This representation is based on the order statistics, and utilizes the Poisson process. Almost sure convergence is a useful technical device, as we illustrate with a number of applications.This research was supported by a research scholarship from the Deutsche Forschungsgemeinschaft (DFG).