On limit theorems for a random number of random variables

Author(s):  
B. V. Gnedenko
1997 ◽  
Vol 34 (2) ◽  
pp. 309-327 ◽  
Author(s):  
J. P. Dion ◽  
N. M. Yanev

This paper deals with a Bienaymé-Galton-Watson process having a random number of ancestors. Its asymptotic properties are studied when both the number of ancestors and the number of generations tend to infinity. This yields consistent and asymptotically normal estimators of the mean and the offspring distribution of the process. By exhibiting a connection with the BGW process with immigration, all results can be transported to the immigration case, under an appropriate sampling scheme. A key feature of independent interest is a new limit theorem for sums of a random number of random variables, which extends the Gnedenko and Fahim (1969) transfer theorem.


2020 ◽  
Vol 28 (2) ◽  
pp. 161-172
Author(s):  
Alexei Leahu ◽  
Veronica Andrievschi-Bagrin

AbstractIn this paper we present limit theorems for lifetime distributions connected with network’s reliability as distributions of random variables(r.v.) min(Y1, Y2,..., YM) and max(Y1, Y2,..., YM ), where Y1, Y2,..., are independent, identically distributed random variables (i.i.d.r.v.), M being Power Series Distributed (PSD) r.v. independent of them and, at the same time, Yk, k = 1, 2, ..., being a sum of non-negative, i.i.d.r.v. in a Pascal distributed random number.


1997 ◽  
Vol 34 (02) ◽  
pp. 309-327 ◽  
Author(s):  
J. P. Dion ◽  
N. M. Yanev

This paper deals with a Bienaymé-Galton-Watson process having a random number of ancestors. Its asymptotic properties are studied when both the number of ancestors and the number of generations tend to infinity. This yields consistent and asymptotically normal estimators of the mean and the offspring distribution of the process. By exhibiting a connection with the BGW process with immigration, all results can be transported to the immigration case, under an appropriate sampling scheme. A key feature of independent interest is a new limit theorem for sums of a random number of random variables, which extends the Gnedenko and Fahim (1969) transfer theorem.


1992 ◽  
Vol 24 (2) ◽  
pp. 267-287 ◽  
Author(s):  
Allen L. Roginsky

Three different definitions of the renewal processes are considered. For each of them, a central limit theorem with a remainder term is proved. The random variables that form the renewal processes are independent but not necessarily identically distributed and do not have to be positive. The results obtained in this paper improve and extend the central limit theorems obtained by Ahmad (1981) and Niculescu and Omey (1985).


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