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This article is cited in 4 scientific papers (total in 5 papers)
Short Communications
On modifications of the Lindeberg and Rotar' conditions in the central limit theorem
I. A. Ibragimovab, E. L. Presmanc, Sh. K. Formanovd a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Saint Petersburg State University
c Центральный экономико-математический институт Российской академии наук, Москва, Россия
d V. I. Romanovskiy Institute of Mathematcs of the Academy of Sciences of Uzbekistan
Abstract:
A modification of the Lindeberg and Rotar' conditions was considered in the
papers by Presman and Formanov [Dokl. Math., 99 (2019), pp. 204–207]
and [Dokl. Ross. Akad. Nauk Ser. Mat., 485 (2019), pp. 548–552
(in Russian)].
This modification
was concerned with the sums of absolute (respectively, difference) moments of
order $2+\alpha$ for the distributions of the summands truncated at the unit
level. It was shown that, when checking the normal convergence,
it is sufficient, instead of
checking the convergence to zero of the Lindeberg or Rotar' characteristics
for any $\varepsilon >0$, to check that there exists an
$\alpha >0$ such that a characteristic (introduced in these papers) corresponding
to this $\alpha$ converges to zero. Moreover,
from the existence of such $\alpha$ it follows that the characteristic
corresponding to any $\alpha >0$ also tends to zero. We show
that the moment functions can be changed to more general functions and
describe the class of such functions.
Keywords:
central limit theorem, Lindeberg characteristic, nonclassical version of central limit theorem, Rotar' characteristic, Ibragimov–Osipov–Esseen characteristic.
Received: 15.10.2019
Citation:
I. A. Ibragimov, E. L. Presman, Sh. K. Formanov, “On modifications of the Lindeberg and Rotar' conditions in the central limit theorem”, Teor. Veroyatnost. i Primenen., 65:4 (2020), 818–822; Theory Probab. Appl., 65:4 (2021), 648–651
Linking options:
https://www.mathnet.ru/eng/tvp5366https://doi.org/10.4213/tvp5366 https://www.mathnet.ru/eng/tvp/v65/i4/p818
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