Infinite $F$-Divisibility of Integer-Valued Random Variables
James, Ian R.
Ann. Probab., Tome 4 (1976) no. 6, p. 326-334 / Harvested from Project Euclid
Consider $m \geqq 2$ nonnegative, integer-valued random variables $X_1^{(n)},\cdots, X_m^{(n)}$ satisfying $\sum^m_{j=1} X_j^{(n)} \leqq n$. If $(X_1^{(n)},\cdots, X_m^{(n)})$ is one member of a family of random vectors, indexed by different values of the bound $n$, Darroch has proposed a definition of "independence except for the constraint," termed $F$-independence, which relates members of the family through their conditional distributions. In this paper we study the limit theory for sums of nonnegative, integer-valued variables, when the sums are bounded and the variables $F$-independent. The $F$-independence analogue of infinite divisibility, termed infinite $F$-divisibility, is defined and characterized, and it is shown that limit distributions of sums of $F$-independent, asymptotically negligible variables are infinitely $F$-divisible. Conditions under which the limit is binomial are given. Our results apply to families of random variables, induced by the $F$-independence definition, and their role in the theory is discussed.
Publié le : 1976-04-14
Classification:  Dependence due to a constraint,  $F$-independence,  infinite divisibility,  bounded-sum variables,  binomial,  beta-binomial,  limits of sums of random variables,  60G50
@article{1176996138,
     author = {James, Ian R.},
     title = {Infinite $F$-Divisibility of Integer-Valued Random Variables},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 326-334},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996138}
}
James, Ian R. Infinite $F$-Divisibility of Integer-Valued Random Variables. Ann. Probab., Tome 4 (1976) no. 6, pp.  326-334. http://gdmltest.u-ga.fr/item/1176996138/