Convergence to Stable Limits for Ratios of Trimmed Levy Processes and their Jumps**

We derive characteristic function identities for conditional distributions of an r-trimmed L\'evy process given its r largest jumps up to a designated time t. Assuming the underlying L\'evy process is in the domain of attraction of a stable process as Undefined control sequence \dto, these identities are applied to show joint convergence of the trimmed process divided by its large jumps to corresponding quantities constructed from a stable limiting process. This generalises related results in the 1-dimensional subordinator case developed in \cite{KeveiMason2014} and produces new discrete distributions on the infinite simplex in the limit. Keywords: L\'evy process; large jumps of L\'evy process; trimmed L\'evy process; stable process; trimmed subordinator; domain of attraction of stable laws; conditional distributions of L\'evy processes; small time convergence of L\'evy processes; generalised Poisson\tire Dirichlet laws