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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
Another proof of a Sakhanenko theorem
Sh. K. Formanov V. I. Romanovskiy Institute of Mathematcs of the Academy of Sciences of Uzbekistan
Abstract:
We give an analytic proof of Sakhanenko's theorem on the strong law of large numbers. Our arguments
are based on the method of characteristic functions: under the Lindeberg-type condition, the expectation of the absolute value of the sum
of independent random variables (r.v.'s) tends to zero.
In our proof, we represent the expectation of the absolute value of an r.v. in terms of the corresponding characteristic function.
Keywords:
random variable, characteristic function, strong law of large numbers.
Received: 25.11.2020 Revised: 21.02.2022 Accepted: 31.03.2022
Citation:
Sh. K. Formanov, “Another proof of a Sakhanenko theorem”, Teor. Veroyatnost. i Primenen., 67:3 (2022), 591–596; Theory Probab. Appl., 67:3 (2022), 473–477
Linking options:
https://www.mathnet.ru/eng/tvp5461https://doi.org/10.4213/tvp5461 https://www.mathnet.ru/eng/tvp/v67/i3/p591
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Abstract page: | 167 | Full-text PDF : | 20 | References: | 53 | First page: | 15 |
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