Characteristic functions and compactness for distributions of sums of independent random variables
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 292-308 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

Sequences of distributions of centered sums of independent random variables are considered within a series scheme without supposing classical conditions of uniform asymptotic negligibility and uniform asymptotic constancy. We obtained necessary and sufficient conditions of relative and stochastic compactness for these sequences in terms of characteristic functions of the summed random variables with using their $\tau$-centers.
@article{ZNSL_2016_454_a18,
     author = {A. A. Khartov},
     title = {Characteristic functions and compactness for distributions of sums of independent random variables},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {292--308},
     year = {2016},
     volume = {454},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a18/}
}
TY  - JOUR
AU  - A. A. Khartov
TI  - Characteristic functions and compactness for distributions of sums of independent random variables
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2016
SP  - 292
EP  - 308
VL  - 454
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a18/
LA  - ru
ID  - ZNSL_2016_454_a18
ER  - 
%0 Journal Article
%A A. A. Khartov
%T Characteristic functions and compactness for distributions of sums of independent random variables
%J Zapiski Nauchnykh Seminarov POMI
%D 2016
%P 292-308
%V 454
%U http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a18/
%G ru
%F ZNSL_2016_454_a18
A. A. Khartov. Characteristic functions and compactness for distributions of sums of independent random variables. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 292-308. http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a18/

[1] V. M. Zolotarev, Sovremennaya teoriya summirovaniya nezavisimykh sluchainykh velichin, Nauka, M., 1986 | MR

[2] G. Zigel, “Kompaktnost posledovatelnosti summ nezavisimykh sluchainykh velichin so znacheniyami v gilbertovom prostranstve”, Litov. matem. sb., 21:4 (1981), 123–136 | MR

[3] M. Loev, Teoriya veroyatnostei, Izd.-vo IL, M., 1962 | MR

[4] D. A. Raikov, “O polozhitelno opredelennykh funktsiyakh”, DAN SSSR, 26 (1940), 857–862 | MR

[5] A. A. Khartov, “Kriterii otnositelnoi i stokhasticheskoi kompaktnosti raspredelenii summ nezavisimykh sluchainykh velichin”, Teoriya veroyatn. i ee primen., predstavlena v pechat

[6] A. Ya. Khinchin, Predelnye zakony dlya summ nezavisimykh sluchainykh velichin, ONTI, M.–L., 1938

[7] W. Feller, “On regular variation and local limit theorems”, Proc. V Berkeley Symp. Math. Statist. Probab., v. 2, Part 1, 1967, 373–388 | MR | Zbl

[8] P. Hall, Proc. AMS, 89 (1983), 141–144 | DOI | Zbl

[9] R. A. Maller, “Relative stability, characteristic functions and stochastic compactness”, J. Austral. Math. Soc. Ser. A, 28 (1979), 499–509 | DOI | MR | Zbl

[10] R. A. Maller, “Some properties of stochastic compactness”, J. Austral. Math. Soc. Ser. A, 30 (1981), 264–277 | DOI | MR | Zbl

[11] V. M. Zolotarev, Modern Theory of Summation of Random Variables, VSP, Utrecht, 1997 | MR | Zbl