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On the Moment-Transfer Approach for Random Variables Satisfying a One-Sided Distributional Recurrence


 
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1. Title Title of document On the Moment-Transfer Approach for Random Variables Satisfying a One-Sided Distributional Recurrence
 
2. Creator Author's name, affiliation, country Che-Hao Chen; National Chiao Tung University; Taiwan, Province of China
 
2. Creator Author's name, affiliation, country Michael Fuchs; National Chiao Tung University; Taiwan, Province of China
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) distributional recurrence; moment-transfer approach; central limit theorem; analysis of algorithms
 
3. Subject Subject classification 05C05; 60F05; 68Q87
 
4. Description Abstract The moment-transfer approach is a standard tool for deriving limit laws of sequences of random variables satisfying a distributional recurrence. However, so far the approach could not be applied to certain "one-sided" recurrences with slowly varying moments and normal limit law. In this paper, we propose a modified version of the moment-transfer approach which can be applied to such recurrences. Moreover, we demonstrate the usefulness of our approach by re-deriving several recent results in an almost automatic fashion.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) National Science Council under the grant NSC-99-2115-M-009-007-MY2
 
7. Date (YYYY-MM-DD) 2011-05-10
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/885
 
10. Identifier Digital Object Identifier 10.1214/EJP.v16-885
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 16
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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