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Zapiski Nauchnykh Seminarov POMI, 2016, Volume 454, Pages 292–308
(Mi znsl6400)
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This article is cited in 1 scientific paper (total in 1 paper)
Characteristic functions and compactness for distributions of sums of independent random variables
A. A. Khartovab a St. Petersburg State University, St. Petersburg, Russia
b St. Petersburg National Research University of Information Technologies, Mechanics and Optics, St. Petersburg, Russia
Abstract:
Sequences of distributions of centered sums of independent random variables are considered within a series scheme without supposing classical conditions of uniform asymptotic negligibility and uniform asymptotic constancy. We obtained necessary and sufficient conditions of relative and stochastic compactness for these sequences in terms of characteristic functions of the summed random variables with using their $\tau$-centers.
Key words and phrases:
sums of independent random variables, the series scheme, a relative compactness, a stochastic compactness, characteristic functions, centers of random variables.
Received: 09.11.2016
Citation:
A. A. Khartov, “Characteristic functions and compactness for distributions of sums of independent random variables”, Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, POMI, St. Petersburg, 2016, 292–308; J. Math. Sci. (N. Y.), 229:6 (2018), 792–802
Linking options:
https://www.mathnet.ru/eng/znsl6400 https://www.mathnet.ru/eng/znsl/v454/p292
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Abstract page: | 4269 | Full-text PDF : | 36 | References: | 37 |
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