On the smoothing of probabilities for the sums of integer valued random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 835-841
Voir la notice de l'article provenant de la source Math-Net.Ru
Let $\xi_1,\xi_2,\dots$ be integer valued independent random variables and $S_n=\xi_1+\dots+\xi_n$. We introduce the function
$$
\sum_m|\mathbf P\{S_n=m\}-\mathbf P\{S_n=m-1\}|
$$
as a measure of the «smoothness» of the distribution $S_n$. Some properties of this function
are investigated.
@article{TVP_1981_26_4_a16,
author = {N. G. Gamkrelidze},
title = {On the smoothing of probabilities for the sums of integer valued random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {835--841},
publisher = {mathdoc},
volume = {26},
number = {4},
year = {1981},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a16/}
}
TY - JOUR AU - N. G. Gamkrelidze TI - On the smoothing of probabilities for the sums of integer valued random variables JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1981 SP - 835 EP - 841 VL - 26 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a16/ LA - ru ID - TVP_1981_26_4_a16 ER -
N. G. Gamkrelidze. On the smoothing of probabilities for the sums of integer valued random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 835-841. http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a16/