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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 2, Pages 345–350
(Mi tvp1836)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
A generalization of theorems due to H. Cramer and Yu. V. Linnik–V. P. Skitovič
G. P. Chistyakov Khar'kov
Abstract:
Let $B$ be a class of functions $V(x)$ with bounded variation on $(-\infty,\infty)$ satisfying the conditions:
1) $\int_{-\infty}^\infty dV(x)=1$;
2) $V(x)=\omega_1(x)-\omega_2(x)$;
where $\omega_j(x)$ are nondecreasing functions $\omega_j(x)+\omega_j(-x)=2\omega_j(0)$, $j=1,2$, and for some $\gamma>0$
$$
\operatorname{Var}\omega_2(x)|_y^\infty=O(e^{-y^{1+\gamma}}),\quad y\to\infty;
$$
3) $\int_{-\infty}^\infty e^{yx}dV(x)\ne0,\quad-\infty<y<\infty$.
In the paper the following result is obtained
Theorem. If $V_1(x)$ and $V_2(x)\in B$ and $V_1*V_2=\Phi$, where $\Phi$ is a normal distribution function, then $V_1$ and $V_2$ are normal (may be degenerate).
Received: 23.01.1968
Citation:
G. P. Chistyakov, “A generalization of theorems due to H. Cramer and Yu. V. Linnik–V. P. Skitovič”, Teor. Veroyatnost. i Primenen., 15:2 (1970), 345–350; Theory Probab. Appl., 15:2 (1970), 331–336
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https://www.mathnet.ru/eng/tvp1836 https://www.mathnet.ru/eng/tvp/v15/i2/p345
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