Recursive random variables with subgaussian distributions

被引:2
|
作者
Neininger, Ralph [1 ]
机构
[1] Goethe Univ Frankfurt, Fachbereich Math, Robert Mayer Str 10, D-60325 Frankfurt, Germany
关键词
D O I
10.1524/stnd.2005.23.2.131
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 sequences of random variables with distributions that satisfy recurrences as they appear for quantities on random trees, random combinatorial structures and recursive algorithms. We study the tails of such random variables in cases where after normalization convergence to the normal distribution holds. General theorems implying subgaussian distributions are derived. Also cases are discussed with non-Gaussian tails. Applications to the probabilistic analysis of algorithms and data structures are given.
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页码:131 / 146
页数:16
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