On the necessity of the Lyapunov condition for normal convergence
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 1, pp. 173-175
Voir la notice de l'article provenant de la source Math-Net.Ru
This paper provides necessary and sufficient conditions for the weak convergence of the distributions of sums of independent random variables to the normal distribution. The conditions are given as a combination of a part of the assumption of the classic criterion for the normal convergence and the Lyapunov condition for truncated random variables.
Mots-clés :
normal convergence
Keywords: Lindeberg–Feller theorem, weak convergence, Lyapunov condition.
Keywords: Lindeberg–Feller theorem, weak convergence, Lyapunov condition.
@article{TVP_2007_52_1_a10,
author = {V. M. Kruglov},
title = {On the necessity of the {Lyapunov} condition for normal convergence},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {173--175},
publisher = {mathdoc},
volume = {52},
number = {1},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a10/}
}
V. M. Kruglov. On the necessity of the Lyapunov condition for normal convergence. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 1, pp. 173-175. http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a10/