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Teoriya Veroyatnostei i ee Primeneniya, 2020, Volume 65, Issue 4, Pages 818–822
DOI: https://doi.org/10.4213/tvp5366
(Mi tvp5366)
 

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
Full-text PDF (265 kB) Citations (5)
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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
English version:
Theory of Probability and its Applications, 2021, Volume 65, Issue 4, Pages 648–651
DOI: https://doi.org/10.1137/S0040585X97T990186
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{IbrPreFor20}
\by I.~A.~Ibragimov, E.~L.~Presman, Sh.~K.~Formanov
\paper On modifications of the Lindeberg and Rotar' conditions in the central limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 2020
\vol 65
\issue 4
\pages 818--822
\mathnet{http://mi.mathnet.ru/tvp5366}
\crossref{https://doi.org/10.4213/tvp5366}
\transl
\jour Theory Probab. Appl.
\yr 2021
\vol 65
\issue 4
\pages 648--651
\crossref{https://doi.org/10.1137/S0040585X97T990186}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000616235300009}
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  • https://www.mathnet.ru/eng/tvp/v65/i4/p818
  • This publication is cited in the following 5 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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