Moment convergence in conditional limit theorems
The sum of random variables \(Y_i\) conditioned on a given value of the sum of discrete random variables \(X_i\) is considered. \(X_i\) and \(Y_j\) are dependent, but the pairs \((X_i, Y_i)\) form an i.i.d. sequence. Let \((X_{ni}, Y_{ni})\) be i.i.d. copies of \(X_n\), \(Y_n\) and consider the triangular array with the sums \(S_{nN}= \sum^N_1 X_{ni}\), \(T_{nN}= \sum^N_1 Y_{ni}\). Convergence of the distribution of the conditioned normalized sum to a normal distribution, and convergence of its moments are proved. The limit normal distribution is only considered. The conditions in the theorems are rather complicated or ``not so elegant (author), but they are easily verified. Some applications are discussed, e.g.: the occupancy, the hashing with linear probing, the random forests, the branching processes, etc.
- Principle of conditioning in limit theorems for sums of random variables
- A limit theorem for expectations conditional on a sum
- Moment convergence of Z-estimators
- Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
- On general subtrees of a conditioned Galton-Watson tree
- Deviation results for sparse tables in hashing with linear probing
- Monotonicity, asymptotic normality and vertex degrees in random graphs
- Conditional limit theorems for the terms of a random walk revisited
- Stochastic domination and weak convergence of conditioned Bernoulli random vectors
- scientific article; zbMATH DE number 5323627 (Why is no real title available?)
- A Moment Convergence Theorem
- scientific article; zbMATH DE number 95242 (Why is no real title available?)
- Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation
- A conditional limit theorem for random number of summands
- A conditional Berry-Esseen inequality
- On the joint distribution of the area and the number of peaks for Bernoulli excursions
- Entropic conditional central limit theorem and Hadamard compression
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