On the convergence to uniform distribution
Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 4, pp. 774-776
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This paper considers sums of independent identically distributed random variables. We give an example in which, under the unbounded growth of a number of summands, the probability densities $\tilde{p}_n(x)$ of fractional parts of these sums converge to 1 in the sense of $$ \int_{0}^1\bigl|\tilde{p}_n(x)-1\bigr|\,dx\to 0, $$ but they do not converge to 1 in the uniform metric $$ \sup_{0\leq x\leq 1}\bigl|\tilde{p}_n(x)-1\bigr|. $$
Keywords:
fractional parts
Mots-clés : random variables, uniform distributions, convergence “in variation”.
Mots-clés : random variables, uniform distributions, convergence “in variation”.
@article{TVP_2005_50_4_a8,
author = {A. Ya. Kuznetsova},
title = {On the convergence to uniform distribution},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {774--776},
year = {2005},
volume = {50},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2005_50_4_a8/}
}
A. Ya. Kuznetsova. On the convergence to uniform distribution. Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 4, pp. 774-776. http://geodesic.mathdoc.fr/item/TVP_2005_50_4_a8/
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