On a problem in probability theory (Q5920454): Difference between revisions

Let a random vector \(x= (x_1,\dots, x_s)\) be uniformly distributed on the set \(x_j\geq 0\), \(\sum x_j= N\), \(\sum\lambda_j x_j\leq E\), where \(N\) and \(E\) are given numbers and \(\lambda_j\) create a non-decreasing sequence. The random variables \(x_j\) can be dependent. The weak convergence of the differene \(x-\overline x\) to zero as \(s\to\infty\) is studied. The \(\overline x\) is not a mean, but certain defined function. The system of variables \(x_j\) can be treated as the values of a random step functions. The weak convergence of these functions for all \(\lambda_j= \lambda\) is proved. The special sequence \(\lambda_j\simeq\text{const.}j\), \(j\to\infty\) is also considered.