ON DISTRIBUTION OF SUMS OF IDENTICALLY DISTRIBUTED RANDOM VARIABLES

被引:1
|
作者
Barseghyan, A. G. [1 ]
机构
[1] Natl Acad Sci Armenia, Inst Math, Yerevan 0019, Armenia
关键词
characteristic function; inversion formula; absolute convergence;
D O I
10.1137/S0040585X97985820
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The proof of one Spitzer lemma on distribution of sums of identically distributed random variables is refined. A new formulation of the lemma contains one additional restriction, which is compared with the initial lemma.
引用
收藏
页码:132 / U190
页数:4
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