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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2018 Volume 63, Issue 1, Pages 57–69 (Mi tvp5159)

This article is cited in 4 papers

Limit theorems for power-series distributions with finite radius of convergence

A. N. Timashev

Institute of Cryptography, Communications and Informatics, Academy of Federal Security Service of Russian Federation, Moscow

Abstract: Sufficient conditions for the weak convergence of the distributions of the random variables $(1-x)\xi_x$ as $x\to1-$ to the limiting gamma-distribution are put forward. The random variable $\xi_x$ has power-series distribution with radius of convergence $1$ and parameter $x\in(0,1)$. Limit theorems for the probabilities $\mathbf P\{\xi_x=k\}$ are proposed. Asymptotic expansions of local probabilities are derived for sums of independent identically distributed variables with the same distribution as $\xi_x$ in a triangular array with $x\to1-$. For the corresponding general allocation scheme, local limit theorems for the joint distributions of the occupancies of the cells are obtained.

Keywords: power-series distributions, radius of convergence, triangular arrays, gamma-distribution, weak convergence.

Received: 19.05.2016
Revised: 29.03.2017
Accepted: 20.09.2017

DOI: 10.4213/tvp5159


 English version:
Theory of Probability and its Applications, 2018, 63:1, 45–56

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