Limit theorems for sums of random variables with mixture distribution

2017/03/30 by Vladimir Panov, Panov, Vladimir
Computer Science · Decision Sciences · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1703.10463

openalex publication_date 2017/03/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level depend on the number of summands. The aim of this research is to characterize the limiting distributions of the sums due to various relations between these parameters.

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