39 research outputs found
The conditional maximum of Poisson random variables
© 2017 Taylor & Francis Group, LLC The conditional maxima of independent Poisson random variables are studied. A triangular array of row-wise independent Poisson random variables is considered. If condition is given for the row-wise sums, then the limiting distribution of the row-wise maxima is concentrated onto two points. The result is in accordance with the classical result of Anderson. The case of general power series distributions is also covered. The model studied in Theorems 2.1 and 2.2 is an analogue of the generalized allocation scheme. It can be considered as a non homogeneous generalized scheme of allocations of at most n balls into N boxes. Then the maximal value of the contents of the boxes is studied
Almost Sure Versions of Limit Theorems for Random Sums of Multiindex Random Variables
In the case of the domain of attraction of a p-stable law almost sure versions
of limit theorems for random vectors are presented