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2011 On the Moment-Transfer Approach for Random Variables Satisfying a One-Sided Distributional Recurrence
Che-Hao Chen, Michael Fuchs
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Electron. J. Probab. 16(none): 903-928 (2011). DOI: 10.1214/EJP.v16-885

Abstract

The moment-transfer approach is a standard tool for deriving limit laws of sequences of random variables satisfying a distributional recurrence. However, so far the approach could not be applied to certain "one-sided" recurrences with slowly varying moments and normal limit law. In this paper, we propose a modified version of the moment-transfer approach which can be applied to such recurrences. Moreover, we demonstrate the usefulness of our approach by re-deriving several recent results in an almost automatic fashion.

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Che-Hao Chen. Michael Fuchs. "On the Moment-Transfer Approach for Random Variables Satisfying a One-Sided Distributional Recurrence." Electron. J. Probab. 16 903 - 928, 2011. https://doi.org/10.1214/EJP.v16-885

Information

Accepted: 10 May 2011; Published: 2011
First available in Project Euclid: 1 June 2016

zbMATH: 1227.05121
MathSciNet: MR2801455
Digital Object Identifier: 10.1214/EJP.v16-885

Subjects:
Primary: 05C05
Secondary: 60F05, 68Q87

JOURNAL ARTICLE
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Vol.16 • 2011
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