Limit theorems for sums of random variables with mixture distribution

DOI10.1016/J.SPL.2017.06.017MaRDI QIDQ1687247zbMATH OpenOpenAlexFDO

Authors Peng Zhang

Publication date 22 December 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.10463

zbMATH Keywords

central limit theoremmixture distributionphase transitionstable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Abstract: In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level depend on the number of summands. The aim of this research is to characterize the limiting distributions of the sums due to various relations between these parameters.

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Cited in

(6)

• Limiting behavior of certain mixtures of distributions
• scientific article; zbMATH DE number 4163815 (Why is no real title available?)
• scientific article; zbMATH DE number 1005342 (Why is no real title available?)
• Limit theorems for the alloy-type random energy model
• THE LIMIT THEOREMS UNDER LOGARITHMIC AVERAGES FOR MIXING RANDOM VARIABLES
• Gene genealogies in haploid populations evolving according to sweepstakes reproduction

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