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
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.