Geometric distribution;
Convergence in law;
Infinitely divisible distribution;
Riemann zeta function;
Stirling numbers of the second kind;
D O I:
10.1016/j.spl.2025.110410
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We consider standardized sums of independent geometrically distributed random variables whose failure probabilities approach the unity. We show that such sums converge in law to a random variable having an infinitely divisible distribution whose characteristic function depends on the values of the Riemann zeta function at integer arguments. This is motivated by a probabilistic representation of the Stirling numbers of the second kind.
机构:
Moscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119899, RussiaMoscow MV Lomonosov State Univ, Fac Computat Math & Cybernet, Moscow 119899, Russia