English

On a limit theorem for a non-linear scaling

Probability 2022-05-23 v4

Abstract

In this note, we proved that weak limits, of sums of independent positive identically distributed random variables which are re-normalized by a non-linear shrinking transform max(0,xr)\max(0, x-r), are either degenerate or (some) compound Poisson distributions.

Keywords

Cite

@article{arxiv.1906.10522,
  title  = {On a limit theorem for a non-linear scaling},
  author = {Zbigniew J. Jurek},
  journal= {arXiv preprint arXiv:1906.10522},
  year   = {2022}
}
R2 v1 2026-06-23T10:03:04.430Z