Limit Theorems for Random Sums of Random Summands

Publication type: Book Chapter
Publication date: 2023-06-05
Springer Nature
SJR: —
CiteScore: 1.6
Impact factor: —
ISSN: 10506977, 22970428
Abstract
We prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner-growth setting, including specific cases of dependence among the summands and summands with heavy tails. We also prove a version of Hoeffding’s combinatorial central limit theorem and results for summands taken uniformly from a random sample. These results are proved with concentration of measure techniques.
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Grzybowski D. Limit Theorems for Random Sums of Random Summands // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 195-210.
GOST all authors (up to 50) Copy
Grzybowski D. Limit Theorems for Random Sums of Random Summands // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 195-210.
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RIS Copy
TY - GENERIC
DO - 10.1007/978-3-031-26979-0_8
UR - https://doi.org/10.1007/978-3-031-26979-0_8
TI - Limit Theorems for Random Sums of Random Summands
T2 - Seminar on Stochastic Analysis, Random Fields and Applications VI
AU - Grzybowski, David
PY - 2023
DA - 2023/06/05
PB - Springer Nature
SP - 195-210
SN - 1050-6977
SN - 2297-0428
ER -
BibTex
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@incollection{2023_Grzybowski,
author = {David Grzybowski},
title = {Limit Theorems for Random Sums of Random Summands},
publisher = {Springer Nature},
year = {2023},
pages = {195--210},
month = {jun}
}