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

Authors
Citation
P. Major, The limit behavior of elementary symmetric polynomials of IID random variables when their order tends to infinity, ANN PROBAB, 27(4), 1999, pp. 1980-2010
Citations number
6
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
27
Issue
4
Year of publication
1999
Pages
1980 - 2010
Database
ISI
SICI code
0091-1798(199910)27:4<1980:TLBOES>2.0.ZU;2-T
Abstract
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 firs t n elements xi(1),..., xi(n) of this sequence. We are interested in the li mit behavior of S-(k)(n) with an appropriate transformation if k(n)/n --> a lpha, 0 < alpha < 1. Since k(n) --> infinity as n --> infinity, the classic al 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 gener ic case. The proof is based on the saddlepoint method and a limit theorem f or sums of independent random vectors which may have some special interest in itself.