On the moment-transfer approach for random variables satisfying a one-sided distributional recurrence

Che Hao Chen, Michael Fuchs

Research output: Contribution to journalArticle

Abstract

The moment-transfer approach is a standard tool for deriving limit laws of sequences of random variables satisfying a distributional recurrence. However, so far the approach could not be applied to certain “one-sided" recurrences with slowly varying moments and normal limit law. In this paper, we propose a modified version of the moment-transfer approach which can be applied to such recurrences. Moreover, we demonstrate the usefulness of our approach by re-deriving several recent results in an almost automatic fashion.

Original languageEnglish
Pages (from-to)903-928
Number of pages26
JournalElectronic Journal of Probability
Volume16
DOIs
StatePublished - 1 Jan 2011

Keywords

  • Analysis of algorithms
  • Central limit theorem
  • Distributional recurrence
  • Moment-transfer approach

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