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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 4, Pages 824–827 (Mi tvp3512)  

Short Communications

Central limit theorem and the law of large numbers in the mean

V. M. Kruglov

Moscow
Abstract: Let $\{\xi_{n1},\xi_{n2},\dots,\xi_{nk_n}\}_{n=1}^{\infty}$ be a sequence of independent (for every $n\ge 1$) infinitesimal random variables. We prove that
$$ \lim_{n\to\infty}\mathbf P\biggl(\sum_{j=1}^{k_n}\xi_{nj}-A_n<x\biggr)= (2\pi)^{-1/2}\int_{-\infty}^x e^{-u^2/2}\,du $$
for some constants $A_n$, $n=1,2,\dots$, and
$$ \lim_{n\to\infty}\mathbf M\biggl|\sum_{j=1}^{k_n}\xi_{nj}-A_n\biggr|^{2q}= (2\pi)^{-1/2}\int_{-\infty}^{\infty}|u|^{2q} e^{-u^2/2}\,du $$
for some $q>0$ if and only if
$$ \lim_{n\to\infty}\mathbf M\biggl|\sum_{j=1}^{k_n}\biggl(\xi_{nj}- \mathbf M\biggl\{\xi_{nj}\biggl||\xi_{nj}|<1\biggr\}\biggr)^2-1\biggr|^q=0. $$
Received: 10.05.1979
English version:
Theory of Probability and its Applications, 1982, Volume 26, Issue 4, Pages 813–815
DOI: https://doi.org/10.1137/1126088
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Kruglov, “Central limit theorem and the law of large numbers in the mean”, Teor. Veroyatnost. i Primenen., 26:4 (1981), 824–827; Theory Probab. Appl., 26:4 (1982), 813–815
Citation in format AMSBIB
\Bibitem{Kru81}
\by V.~M.~Kruglov
\paper Central limit theorem and the law of large numbers in the mean
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 4
\pages 824--827
\mathnet{http://mi.mathnet.ru/tvp3512}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=636777}
\zmath{https://zbmath.org/?q=an:0488.60046|0474.60026}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 4
\pages 813--815
\crossref{https://doi.org/10.1137/1126088}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1982PM42700014}
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