|
Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 4, Pages 767–777
(Mi tvp4365)
|
|
|
|
This article is cited in 10 scientific papers (total in 10 papers)
On a combinatorial limit theorem
V. F. Kolchin, V. P. Chistyakov
Abstract:
We consider the random variable
$$
\eta_n=\sum_{i=1}^n a_i b_{x_i}
$$
where $a_1,\dots,a_n, b_1,\dots,b_n$ are sequences of real numbers and
$$
X=\begin{pmatrix}
1 & 2 & \dots & n\\
x_1 & x_2 & \dots & x_n
\end{pmatrix}
$$
is a random permutation. Hajek found necessary and sufficient conditions for the asymptotic normality of $\eta_n$ when $X$ takes values in the set of all permutations of degree $n$ with equal probabilities. In this paper, we use a new approach to investigation of the asymptotic behaviour of $\eta_n$. This approach enables to prove the asymptotic normality of $\eta_n$ when $X$ takes values in the set of all permutations with a single cycle with equal probabilities. If $X$ takes values in the set of all permutations, our method gives conditions for the asymptotic normality of $\eta_n$ which are very close to Hajek's ones.
Received: 02.11.1971
Citation:
V. F. Kolchin, V. P. Chistyakov, “On a combinatorial limit theorem”, Teor. Veroyatnost. i Primenen., 18:4 (1973), 767–777; Theory Probab. Appl., 18:4 (1974), 728–739
Linking options:
https://www.mathnet.ru/eng/tvp4365 https://www.mathnet.ru/eng/tvp/v18/i4/p767
|
Statistics & downloads: |
Abstract page: | 267 | Full-text PDF : | 93 |
|