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MOMENTS OF LIMITS OF LIGHTLY TRIMMED SUMS

OF RANDOM VECTORS IN THE GENERALIZED DOMAIN

OF NORMAL ATTRACTION OF NON-GAUSSIAN

OPERATOR-STABLE LAWS

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MAKOTO MAEJIMA

*Department of Mathematics, Keio University, 3-14-1, Hiyoshi,*

Kohoku-ku, Yokohama 223, Japan
(Received February 28, 1996; revised September 11, 1996)

**Abstract.**
Existence and nonexistence for
moments of limiting random vectors of normalized,
lightly trimmed sums of random vectors in the
generalized domain of normal attraction of
non-Gaussian operator-stable laws are studied. The
idea of representing the limiting random vectors by
infinite series is essentially used in the proofs.

*Key words and phrases*:
Lightly trimmed
sum, non-Gaussian operator-stable law, generalized
domain of normal attraction, moment, tail behavior.

**Source**
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