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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 515, Pages 199–213
(Mi znsl7264)
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Sums of independent random variables and the generalized Dickman laws
K. A. Tregubovaa, A. A. Khartovab a Smolensk State University
b St. Petersburg National Research University of Information Technologies, Mechanics and Optics
Abstract:
The probabilistic Dickman law, defined by the known Dickman function, and its generalized versions are considered. In the paper, we obtain a general criterion of the weak convergence to these laws for the distributions of sums of independent non-negative random variables within the series scheme in the classical setting. Moreover, we get a special criterion of the convergence for the case when the summing random variables have finite expectations.
Key words and phrases:
sums of independent random variables, the series scheme, limit theorems, the Dickman distribution.
Received: 19.10.2022
Citation:
K. A. Tregubova, A. A. Khartov, “Sums of independent random variables and the generalized Dickman laws”, Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, POMI, St. Petersburg, 2022, 199–213
Linking options:
https://www.mathnet.ru/eng/znsl7264 https://www.mathnet.ru/eng/znsl/v515/p199
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Abstract page: | 125 | Full-text PDF : | 67 | References: | 25 |
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