Limit theorems for random sums of random summands

DOI10.1007/978-3-031-26979-0_8MaRDI QIDQ6150876zbMATH OpenOpenAlexFDO

Authors David Grzybowski

Publication date 7 March 2024

Published in Progress in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.00483

zbMATH Keywords

Hoeffding's combinatorial central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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 amongst 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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