Limit theorems for sums of random variables with mixture distribution
نویسنده
چکیده
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.
منابع مشابه
A.D.Wentzell (Tulane University) Limit theorems with asymptotic expansions for stochastic processes. There is a vast riches of limit theorems for sums of independent random variables: theorems about weak convergence, on large deviations, theorems with asymptotic expan-
There is a vast riches of limit theorems for sums of independent random variables: theorems about weak convergence, on large deviations, theorems with asymptotic expansions, etc. We can try to obtain the same kinds of theorems for families of stochastic processes. If X1, X2, ..., Xn, ... is a sequence of independent identically distributed random variables with expectation EXi = 0 and variance ...
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