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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 2, Pages 348–351
(Mi tvp854)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
A local limit theorem for unequally distributed random variables
V. M. Kruglov Moscow
Abstract:
Let $\xi_1,\dots,\xi_n$ be a sequence of independent random variables. Form another sequence
$$
\eta_n=\frac{\xi_1+\dots+\xi_n}{B_n}-A_n.\eqno(1)
$$
Suppose that for any $n$ $\xi_n$ has one of $\tau$ absolutely continuous distributions
$$
F_1(x),F_2(x),\dots,F_\tau(x)
$$
The following assertion is proved.
For the sequence of the densities $p_n(x)$ of the sums (1) to converge uniformly to the density of a limit law for some $B_n>0$, $A_n$ it is necessary and sufficient that
1. $\mathbf P\{\eta_n<x\}\to G(x)$ weakly ($G$ is the limit law).
2. There exists such an $N$ that $p_N(x)$ is bounded.
Received: 20.10.1966
Citation:
V. M. Kruglov, “A local limit theorem for unequally distributed random variables”, Teor. Veroyatnost. i Primenen., 13:2 (1968), 348–351; Theory Probab. Appl., 13:2 (1968), 332–334
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