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I am looking at the following random variable: $$T = \min_n{\{Q_n + X \cdot S_n\}}$$

where $Q_n$ and $S_n$ are exponentially distributed, and $X$ is a constant. I am interested in two things.

  1. As $n \rightarrow \infty$, what does $T$ converge in distribution to? and,
  2. As $n \rightarrow \infty$, what does $E[T]$ converge to?

I think that

  1. It may converge to some type of Shifted Erlangian-2 r.v. and
  2. It looks like $E[T] \rightarrow 0$ as $n \rightarrow \infty$ w.p. 1.

But, I don't know how to prove (or show) this and I may not even be correct in my conclusions above.

Any help would be appreciated.

  • 0
    Does this not depend on the parameters of said exponential distributions?2017-01-06

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