Abstract:
Let $Z_n=\frac1{B_n}\sum_{j=1}^nX_j-A_n$ ($n=1,2,\dots$) be a sequence of normalized sums of random variables with a non-degenerate limit distribution function $G(x)$. The paper describes classes $\mathfrak G_r$ of possible $G(x)$ when the distributions of $X_j$ ($j=1,2,\dots$) belong to at most $r$ ($r=1,2,\dots$) different types.
Citation:
A. A. Zinger, “Limit laws for cumulative sums of independent random variables with distributions of a finite number of types”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 614–637; Theory Probab. Appl., 16:4 (1971), 596–619
\Bibitem{Zin71}
\by A.~A.~Zinger
\paper Limit laws for cumulative sums of independent random variables with distributions of a~finite number of types
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 4
\pages 614--637
\mathnet{http://mi.mathnet.ru/tvp2322}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=310951}
\zmath{https://zbmath.org/?q=an:0283.60020}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 4
\pages 596--619
\crossref{https://doi.org/10.1137/1116068}
Linking options:
https://www.mathnet.ru/eng/tvp2322
https://www.mathnet.ru/eng/tvp/v16/i4/p614
This publication is cited in the following 2 articles:
E. Pancheva, “On an analogue of B. V. Gnedenko's hypothesis in the maxima scheme”, J Math Sci, 72:1 (1994), 2941
H.-J. Rossberg, “Limit theorems for identically distributed summands assuming the convergence of the distribution functions on a half axis”, Theory Probab. Appl., 24:4 (1980), 693–711