Weak limits of standardized sums of independent geometrically distributed random variables

被引:0
|
作者
Adell, Jose A. [1 ]
机构
[1] Univ Zaragoza, Fac Ciencias, Dept Metodos Estadist, Zaragoza 50009, Spain
关键词
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.
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页数:6
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