On a limit theorem for a non-linear scaling

Zbigniew J. Jurek

Statistics & Probability Letters, 2021, vol. 177, issue C

Abstract: In this note we proved that weak limits, of sums of positive, independent and identically distributed random variables which are re-normalized by a non-linear shrinking transform max(0,x−r), are either degenerate or (some) compound Poisson distributions.

Keywords: Laplace transform; Weak convergence; Functional equation (search for similar items in EconPapers)
Date: 2021
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715221001255
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001255

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2021.109163

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().