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Convergence in Total Variation of Random Sums
Mathematics ( IF 2.3 ) Pub Date : 2021-01-19 , DOI: 10.3390/math9020194
Luca Pratelli , Pietro Rigo

Let (Xn) be a sequence of real random variables, (Tn) a sequence of random indices, and (τn) a sequence of constants such that τn. The asymptotic behavior of Ln=(1/τn)i=1TnXi, as n, is investigated when (Xn) is exchangeable and independent of (Tn). We give conditions for Mn=τn(LnL)M in distribution, where L and M are suitable random variables. Moreover, when (Xn) is i.i.d., we find constants an and bn such that supAB(R)|P(LnA)P(LA)|an and supAB(R)|P(MnA)P(MA)|bn for every n. In particular, LnL or MnM in total variation distance provided an0 or bn0, as it happens in some situations.

中文翻译:

随机和的总变异收敛

Xñ 是真正随机变量的序列, Ťñ 一系列随机索引,以及 τñ 一系列常数 τñ。的渐近行为大号ñ=1个/τñ一世=1个ŤñX一世,作为 ñ,何时被调查 Xñ 可互换且独立于 Ťñ。我们为中号ñ=τñ大号ñ-大号中号在分布中,其中LM是合适的随机变量。而且,什么时候Xñ 是iid,我们找到常数 一种ñbñ 这样 SUP一种[R|P大号ñ一种-P大号一种|一种ñSUP一种[R|P中号ñ一种-P中号一种|bñn个。特别是,大号ñ大号 要么 中号ñ中号 提供的总变化距离 一种ñ0 要么 bñ0,因为它在某些情况下会发生。
更新日期:2021-01-19
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