Moment convergence in conditional limit theorems

Authors
Citation
S. Janson, Moment convergence in conditional limit theorems, J APPL PROB, 38(2), 2001, pp. 421-437
Citations number
23
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF APPLIED PROBABILITY
ISSN journal
00219002 → ACNP
Volume
38
Issue
2
Year of publication
2001
Pages
421 - 437
Database
ISI
SICI code
0021-9002(200106)38:2<421:MCICLT>2.0.ZU;2-H
Abstract
Consider a stun Sigma (N)(1) Y-i of random variables conditioned on a given value of the sum Sigma (N)(1) X-i of some other variables, where Xi and Yi are dependent but the pairs (Xi, Yi) form an i.i.d. sequence. We consider here the case when each Xi is discrete. We prove, for a triangular array (( X-ni, Y-ni)) of such pairs satisfying certain conditions, both convergence of the distribution of the conditioned sum (after suitable normalization) t o a normal distribution, and convergence of its moments. The results are mo tivated by an application to hashing with linear probing; we give also some other applications to occupancy problems, random forests, and branching pr ocesses.