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This article is cited in 1 scientific paper (total in 1 paper)
On the limit distribution of sums of real random variables
Sergey V. Chebotarev Altai state pedagogical university,
Molodezhnaya, 55, Barnaul, 656015,
Russia
Abstract:
Considers centered sequence of absolutely continuous random variables with a non-trivial weak limit of the sums $\displaystyle \frac{1}{\sqrt{n}}\sum \limits_{i=1}^n\xi_i$. We found a general view of the limit distribution. It is shown that the form of the limit distribution depends only on the average mixed moments of the first order, describing the sequence of Rademacher random variables, into which can be decomposed the elements of the given sequence.
Keywords:
dependent random variables, the sums of dependent random variables, limit distribution of sums of random variables, the normality of the limit distribution of sums of random variables.
Received: 28.10.2016 Received in revised form: 12.12.2016 Accepted: 10.03.2017
Citation:
Sergey V. Chebotarev, “On the limit distribution of sums of real random variables”, J. Sib. Fed. Univ. Math. Phys., 10:3 (2017), 310–313
Linking options:
https://www.mathnet.ru/eng/jsfu558 https://www.mathnet.ru/eng/jsfu/v10/i3/p310
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Abstract page: | 210 | Full-text PDF : | 50 | References: | 33 |
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