Abstract
We define a stochastic process in terms of cumulative sums of the sequence of integer-valued random variables in such a way that has a branching structure; in particular when are iid and non-negativeis is a Bienaymé-Galton-Watson branching process. We establish distributional limits involving the standard normal distribution for Xn and for , with a variety of standardizations and with various conditioning events. The interplay between the asymptotic behaviour of Xn and that of Tn is central to our investigations
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
