On a limit theorem for a non-linear scaling (Q2244576)
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scientific article; zbMATH DE number 7425363
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| English | On a limit theorem for a non-linear scaling |
scientific article; zbMATH DE number 7425363 |
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On a limit theorem for a non-linear scaling (English)
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12 November 2021
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In this short note, positive random variables are normalized by a non-linear shrinking transformation (s-operation), \(\max\{0, x-r\}\), and then partial sums are computed. A limit theorem for those sums is proved for non-negative independent and identically distributed variables. The main result is interesting. A historical note on the s-operations is also given.
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Laplace transform
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weak convergence
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functional equation
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0.7591357827186584
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0.7547705769538879
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0.7539577484130859
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