Some generalizations of limit theorems of theory of probability
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 729-734
Citer cet article
Voir la notice de l'article provenant de la source Math-Net.Ru
Let $\xi_1,\dots,\xi_n,\dots$ be a sequence of independent random variables with non-monotonic distribution functions $V_1(x),\dots,V_n(x),\dots$ belonging to the class $В$ (i.e. $V_i(x)$ satisfy the condition (1.3)). The paper contains some results on convergence of distribution functions of sums $$ s_n=\frac{\xi_1+\dots+\xi_n}{B_n} $$ In to the functions $\Phi_{2q}(x)$ having “densities” $$ \varphi_{2q}(x)=\frac1{\sqrt{2\pi}}\int_{-\infty}^\infty e^{-itx-\frac{t^{2q}}{(2q)}}\,dt. $$