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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 3, Pages 527–545 (Mi tvp3186)  

This article is cited in 12 scientific papers (total in 12 papers)

Limit theorems for polylinear forms and quasi-polynomial functions

V. I. Rotar'

Moscow
Abstract: The paper deals with distributions of finite sets of polylinear forms and quasi-polynomial functions when the number of random arguments tends to infinity. As a particular case, arbitrary polynomials of random variables are considered.
The simplest corollary of our theorems is the following:
Let us consider random variables
\begin{gather*} X_j\in R^1,\quad j=1,\dots,n,\quad\mathbf EX_j=0,\quad\mathbf EX_j^2=1 \\ \zeta_n=b_n^{-1}\sum_{\bar j}a(\bar j)X_{j_1}\dots X_{j_k}, \end{gather*}
where $\bar j=\{j_1,\dots,j_k\}$ be a sample from $(1,\dots,n)$,
\begin{gather*} b_n^2=\sum_{\bar j}a^2(\bar j); \\ F_j(A)=\mathbf P(X_j\in A),\quad F=\{F_1,F_2,\dots\}, \end{gather*}
let $\mathbf P_F(A)$ be the probability of $A$ for $F$, $\mathscr F$ be the class of $F$'s such that for any $F\in\mathscr F$ and $n\to\infty$
\begin{gather*} b_n^{-2}\sum_{j=1}^ns_j^2\int_{|x|>\varepsilon(b/s_j)^{1/k}}x^2F_j(dx)\to0, \\ s_j^2=\sum_{\bar j\ni j}a^2(\bar j). \end{gather*}
Then, for any $F$, $G\in\mathscr F$ and $n\to\infty$,
$$ \mathbf P_F(\zeta_n<x)-\mathbf P_G(\zeta_n<x)\to0 $$
for almost all $x$ with respect to the Lebesgue measure on $R^1$.
Received: 26.09.1974
English version:
Theory of Probability and its Applications, 1976, Volume 20, Issue 3, Pages 512–532
DOI: https://doi.org/10.1137/1120058
Bibliographic databases:
Language: Russian
Citation: V. I. Rotar', “Limit theorems for polylinear forms and quasi-polynomial functions”, Teor. Veroyatnost. i Primenen., 20:3 (1975), 527–545; Theory Probab. Appl., 20:3 (1976), 512–532
Citation in format AMSBIB
\Bibitem{Rot75}
\by V.~I.~Rotar'
\paper Limit theorems for polylinear forms and quasi-polynomial functions
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 3
\pages 527--545
\mathnet{http://mi.mathnet.ru/tvp3186}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=385980}
\zmath{https://zbmath.org/?q=an:0372.60030}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 20
\issue 3
\pages 512--532
\crossref{https://doi.org/10.1137/1120058}
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  • https://www.mathnet.ru/eng/tvp/v20/i3/p527
  • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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