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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 4, Pages 734–752 (Mi tvp4363)  

This article is cited in 20 scientific papers (total in 20 papers)

Convergence of numerical characteristics of sums of independent random variables with vakues in a Hilbert space

V. M. Kruglov

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract: Let $\xi_{n1},\xi_{n2},\dots,\xi_{nm_n}$ be an array of row wise independent random variables with values in a Hilbert space $H$, and let $\varphi$ be a continuous function such that, for any elements $x,y\in H$,
$$ \varphi(x+y)\leq \varphi(x)\varphi(y)\ \text{and}\ \inf_{x\in H} \varphi(x)>0. $$

Assume that $F_n$ (the probability distributions of $\xi_n=\xi_{n1}+\dots+\xi_{nm_n}$) converge weakly to a probability distribution $F$. We prove that
$$ \lim_{n\to\infty}\int_H\varphi(x)F_n(dx)=\int_H\varphi(x)F(dx) $$
if and only if
$$ \lim_{R\to\infty}\sup_n\sum_{j=1}^{m_n}\int_{||x||>R}\varphi(x)F_{nj}^{(s)}(dx)=0, $$
where $F_{nj}$ is the probability distributionof the random variable $\xi_{nj}, F_{nj}^{(s)}=F_{nj}*\overline{F}_{nj}$, $\overline{F}_{nj}(A)=F_{nj}(-A)$.
Some results are derived from this theorem.
Received: 20.07.1972
English version:
Theory of Probability and its Applications, 1974, Volume 18, Issue 4, Pages 694–712
DOI: https://doi.org/10.1137/1118091
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Kruglov, “Convergence of numerical characteristics of sums of independent random variables with vakues in a Hilbert space”, Teor. Veroyatnost. i Primenen., 18:4 (1973), 734–752; Theory Probab. Appl., 18:4 (1974), 694–712
Citation in format AMSBIB
\Bibitem{Kru73}
\by V.~M.~Kruglov
\paper Convergence of numerical characteristics of sums of independent random variables with vakues in a Hilbert space
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 4
\pages 734--752
\mathnet{http://mi.mathnet.ru/tvp4363}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=331478}
\zmath{https://zbmath.org/?q=an:0321.60045}
\transl
\jour Theory Probab. Appl.
\yr 1974
\vol 18
\issue 4
\pages 694--712
\crossref{https://doi.org/10.1137/1118091}
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  • https://www.mathnet.ru/eng/tvp/v18/i4/p734
  • This publication is cited in the following 20 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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