Abstract:
Centered Rademacher sequences and centered sequences of lattice random variables with a non-trivial weak limit of the sums 1√nn∑i=1ξi are considered in the article. A general form of limit distribution is found for these sequences. It is shown that the form of limit distribution depends only on the average mixed moments of the first order characterizing random variables of the sequence. In the case of lattice random variables we mean a sequence of Rademacher random variables in which we can distribute the elements of the given sequence.
Keywords:
sequences of random variables, sum of random variables, sum of dependent random variables, limit distribution.
Received: 24.06.2015 Received in revised form: 29.12.2015 Accepted: 12.01.2016
Bibliographic databases:
Document Type:
Article
UDC:519.21
Language: English
Citation:
Sergey V. Chebotarev, “On limit distribution of sums of random variables”, J. Sib. Fed. Univ. Math. Phys., 9:1 (2016), 17–29
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\by Sergey~V.~Chebotarev
\paper On limit distribution of sums of random variables
\jour J. Sib. Fed. Univ. Math. Phys.
\yr 2016
\vol 9
\issue 1
\pages 17--29
\mathnet{http://mi.mathnet.ru/jsfu456}
\crossref{https://doi.org/10.17516/1997-1397-2016-9-1-17-29}
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Linking options:
https://www.mathnet.ru/eng/jsfu456
https://www.mathnet.ru/eng/jsfu/v9/i1/p17
This publication is cited in the following 2 articles:
Sergey V. Chebotarev, “On distribution of sums of random variables with invariant links and their modeling”, Zhurn. SFU. Ser. Matem. i fiz., 12:5 (2019), 628–636
Sergey V. Chebotarev, “On the limit distribution of sums of real random variables”, Zhurn. SFU. Ser. Matem. i fiz., 10:3 (2017), 310–313