Skip to main content
Log in

Local probabilities of randomly stopped sums of power-law lattice random variables

  • Published:
Lithuanian Mathematical Journal Aims and scope Submit manuscript

Abstract

Let X1 and N ≥ 0 be integer-valued power-law random variables. For a randomly stopped sum SN = X1+⋯+XN of independent and identically distributed copies of X1, we establish a first-order asymptotics of the local probabilities P(SN = t) as t → +1 ∞. Using this result, we show the scaling k, 0 ≤ δ ≤ 1, of the local clustering coefficient (of a randomly selected vertex of degree k) in a power-law affiliation network.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A. Aleškevičienė, R. Leipus, and J. Šiaulys, Tail behavior of random sums under consistent variation with applications to the compound renewal risk model, Extremes,11:261–279, 2008.

    Article  MathSciNet  Google Scholar 

  2. S. Asmussen, S. Foss, and D. Korshunov, Asymptotics for sums of random variables with local subexponential behaviour, J. Theor. Probab., 16:489–518, 2003.

    Article  MathSciNet  Google Scholar 

  3. A. Baltrūnas and J. Šiaulys, Second order asymptotic behaviour of subordinated sequences with longtailed subordinator, J. Math. Anal. Appl., 332:22–31, 2007.

    Article  MathSciNet  Google Scholar 

  4. M. Bloznelis, Degree and clustering coefficient in sparse random intersection graphs, Ann. Appl. Probab., 23:1254–1289, 2013.

    Article  MathSciNet  Google Scholar 

  5. M. Bloznelis, Degree-degree distribution in a power law random intersection graph with clustering, Internet Math., 2017.

  6. M. Bloznelis, E. Godehardt, J. Jaworski, V. Kurauskas, and K. Rybarczyk, Recent progress in complex network analysis: Models of random intersection graphs, in B. Lausen, S. Krolak-Schwerdt, and M. Böhmer (Eds.), Data Science, Learning by Latent Structures, and Knowledge Discovery, Springer, Berlin, Heidelberg, 2015, pp. 69–78.

    Chapter  Google Scholar 

  7. M. Bloznelis and J. Petuchovas, Correlation between clustering and degree in affiliation networks, in A. Bonato, F. Chung Graham, and P. Prałat (Eds.), Algorithms and Models for the Web Graph. 14th International Workshop, WAW 2017, Toronto, ON, Canada, June 15–16, 2017. Revised Selected Papers, Theoretical Computer Science and General Issues, Vol. 10519, Springer, 2017, pp. 90–104.

  8. A.A. Borovkov and K.A. Borovkov, Asymptotic Analysis of Random Walks. Heavy-tailed Distributions, Encycl. Math. Appl., Vol. 118, Cambridge Univ. Press, Cambridge, 2008.

  9. D. Denisov, S. Foss, and D. Korshunov, Asymptotics of randomly stopped sums in the presence of heavy tails, Bernoulli, 16:971–994, 2010.

    Article  MathSciNet  Google Scholar 

  10. R.A. Doney, A large deviation local limit theorem, Math. Proc. Camb. Philos. Soc., 105:575–577, 1989.

    Article  MathSciNet  Google Scholar 

  11. S.N. Dorogovtsev, A.V. Goltsev, and J.F.F. Mendes, Pseudofractal scale-free web, Phys. Rev. E, 65:066122, 2002.

    Article  Google Scholar 

  12. P. Embrechts, C. Klüppelberg, and T. Mikosch, Modelling Extremal Events, Springer, New York, 1997.

    Book  Google Scholar 

  13. P. Embrechts, M. Maejima, and E. Omey, A renewal theorem of Blackwell type, Ann. Probab., 12:561–570, 1984.

    Article  MathSciNet  Google Scholar 

  14. P. Erdős, W. Feller, and H. Pollard, A property of power series with positive coefficients, Bull. Am. Math. Soc., 55:201–204, 1949.

    Article  MathSciNet  Google Scholar 

  15. H. Federer, Geometric Measure Theory, Springer, New York, 1969.

    MATH  Google Scholar 

  16. W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd ed., Wiley, New York, 1968.

    MATH  Google Scholar 

  17. S. Foss, D. Korshunov, and S. Zachary, An Introduction to Heavy-Tailed and Subexponential Distributions, 2nd ed., Springer, New York, 2013.

    Book  Google Scholar 

  18. I. Foudalis, K. Jain, C. Papadimitriou, and M. Sideri, Modeling social networks through user background and behavior, in A. Frieze, P. Horn, and P. Prałat (Eds.), Algorithms and Models for the Web Graph. 8th International Workshop,WAW2011, Atlanta, GA, USA, May 27–29, 2011, Proceedings, Theoretical Computer Science and General Issues, Vol. 6732, Springer, Heidelberg, 2011, pp. 85–102.

    Google Scholar 

  19. B.V. Gnedenko and A.N. Kolmogorov, Limit distributions for sums of independent random variables, Addison-Wesley, Cambridge, 1954.

    MATH  Google Scholar 

  20. C.C. Heyde, A nonuniform bound on convergence to normality, Ann. Probab., 3:903–907, 1975.

    Article  MathSciNet  Google Scholar 

  21. T. Hilberdink, On the Taylor coefficients of the composition of two analytic functions, Ann. Acad. Sci. Fenn., Math., 21:189–204, 1996.

    MathSciNet  MATH  Google Scholar 

  22. T. Hilberdink, Asymptotic expansions for Taylor coefficients of the composition of two functions, Asymptotic Anal., 63(3):125–142, 2009.

    Article  MathSciNet  Google Scholar 

  23. I. A. Ibragimov and Yu V. Linnik, Independent and Stationary Sequences of Random Variables, Wolters-Noordhoff Publishing, Groningen, 1971.

    MATH  Google Scholar 

  24. A.A. Mogulskii, An integro-local theorem that is applicable on the whole half-axis for sums of random variables with regularly varying distributions, Sib. Math. J., 49:669–683, 2008.

    Article  MathSciNet  Google Scholar 

  25. M.E.J. Newman, S.H. Strogatz, and D.J. Watts, Random graphs with arbitrary degree distributions and their applications, Phys. Rev. E, 64:026118, 2002.

    Article  Google Scholar 

  26. K.W. Ng and Q. Tang, Asymptotic behavior of tail and local probabilities for sums of subexponential random variables, J. Appl. Probab., 41:108–116, 2004.

    Article  MathSciNet  Google Scholar 

  27. V.V. Petrov, Sums of Independent Random Variables, Springer, New York, Heidelberg, 1975.

    Book  Google Scholar 

  28. L. Ravasz and A.L. Barabási, Hierarchical organization in complex networks, Phys. Rev. E, 67:026112, 2003.

    Article  Google Scholar 

  29. A. Vázquez, R. Pastor-Satorras, and A. Vespignani, Large-scale topological and dynamical properties of Internet, Phys. Rev. E, 65:066130, 2002.

    Article  Google Scholar 

  30. C. Yu, Y. Wang, and Y. Yang, The closure of the convolution equivalent distribution class under convolution roots with applications to random sums, Stat. Probab. Lett., 80:462–472, 2010.

    Article  MathSciNet  Google Scholar 

  31. A.Yu. Zaigraev, A.V. Nagaev, and A. Jakubowski, Large deviation probabilities for sums of lattice random vectors with heavy tailed distribution, Discrete Math. Appl., 7:313–326, 1997.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Mindaugas Bloznelis.

Additional information

Dedicated to Professor Vygantas Paulauskas on the occasion of his 75th birthday

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Bloznelis, M. Local probabilities of randomly stopped sums of power-law lattice random variables. Lith Math J 59, 437–468 (2019). https://doi.org/10.1007/s10986-019-09462-9

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10986-019-09462-9

MSC

Keywords

Navigation