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Journal of Siberian Federal University. Mathematics & Physics, 2017, Volume 10, Issue 3, Pages 310–313
DOI: https://doi.org/10.17516/1997-1397-2017-10-3-310-313
(Mi jsfu558)
 

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
Full-text PDF (92 kB) Citations (1)
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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
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: English
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
Citation in format AMSBIB
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\by Sergey~V.~Chebotarev
\paper On the limit distribution of sums of real random variables
\jour J. Sib. Fed. Univ. Math. Phys.
\yr 2017
\vol 10
\issue 3
\pages 310--313
\mathnet{http://mi.mathnet.ru/jsfu558}
\crossref{https://doi.org/10.17516/1997-1397-2017-10-3-310-313}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000412015000007}
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  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Журнал Сибирского федерального университета. Серия "Математика и физика"
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    References:33
     
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