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Zapiski Nauchnykh Seminarov LOMI, 1979, Volume 85, Pages 17–29
(Mi znsl2949)
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Limit theorems for sums of independent random variables defined on non-recurrent random walk
A. N. Borodin
Abstract:
Let $\{X_i\}_{i=-\infty}^\infty$, $\{\xi_i\}_{i=1}^{\infty}$ be two independet sequences of i.i.d. random variables. Suppose that $\xi_i$ are integralvalued. The paper deals with asymptotic behavior the variable $W_n=n^{-1/2}\sum_{k=1}^n X_{\nu_k}$ under $n\to\infty$. It is shown that the distribution of the $W_n$ converge to the normal distribution and the rate of convergence has the same order as the classical Berry–Esseen estimate.
Citation:
A. N. Borodin, “Limit theorems for sums of independent random variables defined on non-recurrent random walk”, Investigations in the theory of probability distributions. Part IV, Zap. Nauchn. Sem. LOMI, 85, "Nauka", Leningrad. Otdel., Leningrad, 1979, 17–29; J. Soviet Math., 20:3 (1982), 2130–2137
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https://www.mathnet.ru/eng/znsl2949 https://www.mathnet.ru/eng/znsl/v85/p17
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Abstract page: | 291 | Full-text PDF : | 84 |
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