Domains of Partial Attraction and Tightness Conditions
Jain, Naresh C. ; Orey, Steven
Ann. Probab., Tome 8 (1980) no. 6, p. 584-599 / Harvested from Project Euclid
Let $X_1, X_2, \cdots$ be a sequence of independent, identically distributed, random variables with a common distribution function $F. S_n$ denotes $X_1 + \cdots + X_n$. An increasing sequence of positive integers $(n_i)$ is defined to belong to $\mathscr{N}(F)$ if there exist normalizing sequences $(b_k)$ and $(a_k)$, with $a_k \rightarrow \infty$, so that every subsequence of $(a^{-1}_{n_i} S_{n_i} - b_{n_i})$ has a further subsequence converging in distribution to a nondegenerate limit. The main concern here is a description of $\mathscr{N}(F)$ in terms of $F$. This includes also conditions for $\mathscr{N}(F)$ to be void, as well as for $(1, 2, \cdots)\in \mathscr{N}(F)$, thus improving on some classical results of Doeblin. It is also shown that if there exists a unique type of laws so that $F$ is in the domain of partial attraction of a probability law if and only if the law belongs to that type, then in fact $F$ is in the domain of attraction of these laws.
Publié le : 1980-06-14
Classification:  Sums of independent random variables,  domain of partial attraction,  domain of attraction,  tight sequence,  set of uniform decrease,  60G50
@article{1176994728,
     author = {Jain, Naresh C. and Orey, Steven},
     title = {Domains of Partial Attraction and Tightness Conditions},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 584-599},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994728}
}
Jain, Naresh C.; Orey, Steven. Domains of Partial Attraction and Tightness Conditions. Ann. Probab., Tome 8 (1980) no. 6, pp.  584-599. http://gdmltest.u-ga.fr/item/1176994728/