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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 4, Pages 666–677 (Mi tvp753)  

This article is cited in 40 scientific papers (total in 40 papers)

A generalization of the Lindeberg–Feller theorem

V. M. Zolotarev

Moscow
Abstract: Let $\xi_n=\xi_{n1}+\dots+\xi_{nj}\dots$ be a sequence of sums of independent random variables with a finite or infinite number of summands. Suppose that
$$ \mathbf E\xi_{nj}=0\quad\sigma_{nj}^2=\mathbf E\xi_{nj}^2<\infty\quad\sum_j\sigma_{nj}^2=1 $$
and denote
\begin{gather*} F_n(x)=\mathbf P\{\xi_n<x\},\quad F_{nj}(x)=\mathbf P\{\xi_{nj}<x\}, \\ \Phi(x)=\frac1{\sqrt{2\pi}}\int_{-\infty}^x\exp(-t^2/2)\,dt,\quad \Phi_{nj}(x)=\Phi(x/\sigma_{nj}). \end{gather*}

In the present paper the following theorem is proved: {\it for $\sup\limits_x|F_n(x)-\Phi(x)|\to0$ as $n\to\infty$ thе necessary and sufficient conditions are
$1^\circ\ \sup\limits_jL(F_{nj},\Phi_{nj})\to0$ ($L$ is the Lévy metric);
$2^\circ$ for every positive $\varepsilon$
$$ \sum_j\int_{|x|\ge\varepsilon}x^2d(F_{nj}-\Phi_{nj})\to0. $$
}
Received: 18.02.1967
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 4, Pages 608–618
DOI: https://doi.org/10.1137/1112076
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Zolotarev, “A generalization of the Lindeberg–Feller theorem”, Teor. Veroyatnost. i Primenen., 12:4 (1967), 666–677; Theory Probab. Appl., 12:4 (1967), 608–618
Citation in format AMSBIB
\Bibitem{Zol67}
\by V.~M.~Zolotarev
\paper A generalization of the Lindeberg--Feller theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 4
\pages 666--677
\mathnet{http://mi.mathnet.ru/tvp753}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=225367}
\zmath{https://zbmath.org/?q=an:0234.60031}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 4
\pages 608--618
\crossref{https://doi.org/10.1137/1112076}
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  • https://www.mathnet.ru/eng/tvp/v12/i4/p666
  • This publication is cited in the following 40 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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