English

On asymptotic properties of high moments of compound Poisson distribution

Probability 2024-11-08 v4 Combinatorics

Abstract

We study asymptotic behavior of the moments Mk(λ)M_k(\lambda) of the sum X1++XNλX_1+\dots+X_{N_\lambda}, where NλN_\lambda follows the Poisson probability distribution with mean value λ\lambda and {Xj}\{X_j\} is a family of i.i.d. random variables also independent from NλN_\lambda. We obtain an explicit expression for the leading term of Mk(λ)M_k(\lambda) as kk\to\infty and study it in dependence of the asymptotic behavior of λ=λk\lambda= \lambda_k. In application, we establish a concentration property of maximal vertex degree of large weighted random graphs. Another application is related with a variable that arises in the studies of high moments of large random matrices. Finally, regarding three particular cases of probability distribution of XjX_j, we comment on the asymptotic behavior of certain combinatorial polynomials, including the Bell polynomials of even partitions.

Keywords

Cite

@article{arxiv.2007.00379,
  title  = {On asymptotic properties of high moments of compound Poisson distribution},
  author = {O. Khorunzhiy},
  journal= {arXiv preprint arXiv:2007.00379},
  year   = {2024}
}

Comments

29 pages, Version 4: references updated, text slightly modified