The central limit theorem under random truncation.

Central Limit Theorem in Multitype Branching Random Walk

A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.

Central and Local Limit Theories in Markov Dependent Random Variables

On the Central Limit Theorem for Modulus Trimmed Sums

We prove a functional central limit theorem for modulus trimmed i.i.d. variables in the domain of attraction of a nonnormal stable law. In contrast to the corresponding result under ordinary trimming, our CLT contains a random centering factor which is inevitable in the nonsymmetric case. The proof is based on the weak convergence of a two-parameter process where one of the parameters is time a...

The Local Limit Theorem: A Historical Perspective

The local limit theorem describes how the density of a sum of random variables follows the normal curve. However the local limit theorem is often seen as a curiosity of no particular importance when compared with the central limit theorem. Nevertheless the local limit theorem came first and is in fact associated with the foundation of probability theory by Blaise Pascal and Pierre de Fer...

Density Estimators for Truncated Dependent Data

In some long term studies, a series of dependent and possibly truncated lifetime data may be observed. Suppose that the lifetimes have a common continuous distribution function F. A popular stochastic measure of the distance between the density function f of the lifetimes and its kernel estimate fn is the integrated square error (ISE). In this paper, we derive a central limit theorem for t...