標題: On the Moment-Transfer Approach for Random Variables satisfying a One-Sided Distributional Recurrence
作者: Chen, Che-Hao
Fuchs, Michael
應用數學系
Department of Applied Mathematics
關鍵字: distributional recurrence;moment-transfer approach;central limit theorem;analysis of algorithms
公開日期: 10-五月-2011
摘要: The moment-transfer approach is a standard tool for deriving limit laws of sequences of random variables satisfying a distributional recurrence. However, so far the approach could not be applied to certain "one-sided" recurrences with slowly varying moments and normal limit law. In this paper, we propose a modified version of the moment-transfer approach which can be applied to such recurrences. Moreover, we demonstrate the usefulness of our approach by re-deriving several recent results in an almost automatic fashion.
URI: http://hdl.handle.net/11536/8870
ISSN: 1083-6489
期刊: ELECTRONIC JOURNAL OF PROBABILITY
Volume: 16
Issue: 
起始頁: 903
結束頁: 928
顯示於類別:期刊論文