The limit behavior of elementary symmetric polynomials of IID random variables when their order tends to infinity

被引:11
|
作者
Major, P [1 ]
机构
[1] Hungarian Acad Sci, Inst Math, H-1364 Budapest, Hungary
来源
ANNALS OF PROBABILITY | 1999年 / 27卷 / 04期
关键词
limit theorems; U-statistics; saddlepoint method;
D O I
10.1214/aop/1022677557
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
Let xi(1), xi(2),... be a sequence of i.i.d. random variables, and consider the elementary symmetric polynomial S-(k)(n) of order k = k(n) of the first n elements xi(1),..., xi(n) of this sequence. We are interested in the limit behavior of S-(k)(n) with an appropriate transformation if k(n)/n --> alpha, 0 < alpha < 1. Since k(n) --> infinity as n --> infinity, the classical methods cannot be applied in this case and new kinds of results appear. We solve the problem under some conditions which are satisfied in the generic case. The proof is based on the saddlepoint method and a limit theorem for sums of independent random vectors which may have some special interest in itself.
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页码:1980 / 2010
页数:31
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