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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 2, Pages 335–346
(Mi tvp3219)
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This article is cited in 16 scientific papers (total in 16 papers)
On a property of sums of independent random variables
A. V. Nagaev Tashkent
Abstract:
Let $\xi_i$, $j=1,2,\dots$ be independent identically distributed random variables with $\mathbf M\xi_1=0$, $\mathbf D\xi_1=1$. Put $P_n(x)=\mathbf P\{\xi_1+\dots+\xi_n\ge x\}$. In the paper, a class of distributions $P_1(x)$ is described having the following property: for $x\ge x_n$, $n\to\infty$
$$
P_n(x)=nP_1(x)(1+o(1)).
$$
The dependence of the sequence $\{x_n\}$ on properties of $P_1(x)$ is also analyzed.
Received: 12.12.1971 Revised: 09.01.1973
Citation:
A. V. Nagaev, “On a property of sums of independent random variables”, Teor. Veroyatnost. i Primenen., 22:2 (1977), 335–346; Theory Probab. Appl., 22:2 (1978), 326–338
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https://www.mathnet.ru/eng/tvp3219 https://www.mathnet.ru/eng/tvp/v22/i2/p335
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Abstract page: | 214 | Full-text PDF : | 104 |
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