The Annals of Probability
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On the contraction method with degenerate limit equation

Ralph Neininger and Ludger Rüschendorf
Source: Ann. Probab. Volume 32, Number 3B (2004), 2838-2856.

Abstract

A class of random recursive sequences (Yn) with slowly varying variances as arising for parameters of random trees or recursive algorithms leads after normalizations to degenerate limit equations of the form $X\stackrel {\mathcal{L}}{=}X$. For nondegenerate limit equations the contraction method is a main tool to establish convergence of the scaled sequence to the “unique” solution of the limit equation. In this paper we develop an extension of the contraction method which allows us to derive limit theorems for parameters of algorithms and data structures with degenerate limit equation. In particular, we establish some new tools and a general convergence scheme, which transfers information on mean and variance into a central limit law (with normal limit). We also obtain a convergence rate result. For the proof we use selfdecomposability properties of the limit normal distribution which allow us to mimic the recursive sequence by an accompanying sequence in normal variables.

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Primary Subjects: 60F05, 68Q25
Secondary Subjects: 68P10
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1091813632
Digital Object Identifier: doi:10.1214/009117904000000171
Mathematical Reviews number (MathSciNet): MR2023025
Zentralblatt MATH identifier: 02121715

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The Annals of Probability

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