Journal of Siberian Federal University. Mathematics & Physics / On the Limit Distribution of Sums of Real Random Variables

Full text (.pdf)
Issue
Journal of Siberian Federal University. Mathematics & Physics. 2017 10 (3)
Authors
Chebotarev, Sergey V.
Contact information
Chebotarev, Sergey V.: Altai state pedagogical university Molodezhnaya, 55, Barnaul, 656015 Russia;
Keywords
dependent random variables; the sums of dependent random variables; limit distribution of sums of random variables; the normality of the limit distribution of sums of random variables
Abstract

Considers centered sequence of absolutely continuous random variables with a non-trivial weak limit of the sums p1 n Σn i=1 i. We found a general view of the limit distribution. It is shown that the form of the limit distribution depends only on the average mixed moments of the first order, describing the sequence of Rademacher random variables, into which can be decomposed the elements of the given sequen

Pages
310–313
Paper at repository of SibFU
https://elib.sfu-kras.ru/handle/2311/33618