A general limit theorem for recursive algorithms and combinatorial structures (Q1431560): Difference between revisions

Limit laws of vector-valued recursive equations \(X_n=\sum_{r=1} A_n^r X_{I_r^n}^r+b_n^n\) are proved via the contraction method. The Zolotarev \(\xi_s\)-metric provides under suitable conditions a limit law \(X\) of \(X_n\). In contrary to Mallows \(\ell_P\)-metrics the Zolotarev metrics include the normal law as limit law and also limit laws, when the accompanying stochastic fixed point equation is degenerate. This is achieved by an accompanying sequence of rvs satisfying approximately the recursion. The Zolotarev metric allows also local limit laws. Many examples show the strength of this approach.