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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 135–142 (Mi tvp3281)  

This article is cited in 4 scientific papers (total in 4 papers)

Short Communications

Local limit theorems for weighted sums of independent random variables

E. M. Shoukry

Leningrad
Full-text PDF (402 kB) Citations (4)
Abstract: In this paper, we study the behaviour of $\displaystyle S_n=\sum_{k=-\infty}^{\infty}a_{kn}\xi_k$ as $n$ tends to infinity, where $\xi_k$ are independent identically distributed random variables and their common distribution function belongs to the domain of attraction of a certain stable law $G$ with index $\alpha$. Let the following two conditions on the matrix of coefficients ($a_{kn}$) be satisfied:
1) $\displaystyle\sum_{k=-\infty}^{\infty}|a_{kn}|^{\alpha}\widetilde h(a_{kn})=b_n\to 1\qquad(n\to\infty),\\$ where $\widetilde h(x)$ is the slowly varying function from the representation for the characteristic function of $G$;
2) $\displaystyle\gamma_n=\sup_k|a_{kn}|\to 0\qquad(n\to\infty).\\$ Then it is shown that the distribution function of $S_n$ converges to a stable distribution function, and, if $\displaystyle \int_{-\infty}^{\infty}|f(t)|^p\,dt<\infty$, $p>0$, where $f(t)$ is the characteristic function of $\xi_k$ then the density function of $S_n$ exists and converges to the density function of the limit distribution.
Received: 17.09.1974
English version:
Theory of Probability and its Applications, 1976, Volume 21, Issue 1, Pages 137–144
DOI: https://doi.org/10.1137/1121011
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. M. Shoukry, “Local limit theorems for weighted sums of independent random variables”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 135–142; Theory Probab. Appl., 21:1 (1976), 137–144
Citation in format AMSBIB
\Bibitem{Shu76}
\by E.~M.~Shoukry
\paper Local limit theorems for weighted sums of independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 1
\pages 135--142
\mathnet{http://mi.mathnet.ru/tvp3281}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=420796}
\zmath{https://zbmath.org/?q=an:0368.60061}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 21
\issue 1
\pages 137--144
\crossref{https://doi.org/10.1137/1121011}
Linking options:
  • https://www.mathnet.ru/eng/tvp3281
  • https://www.mathnet.ru/eng/tvp/v21/i1/p135
  • This publication is cited in the following 4 articles:
    1. Magda Peligrad, Hailin Sang, Na Zhang, “On the local limit theorems for linear sequences of lower psi-mixing Markov chains”, Statistics & Probability Letters, 210 (2024), 110108  crossref
    2. Magda Peligrad, Hailin Sang, Yimin Xiao, Guangyu Yang, “Limit theorems for linear random fields with innovations in the domain of attraction of a stable law”, Stochastic Processes and their Applications, 150 (2022), 596  crossref
    3. Makoto Maejima, Lecture Notes in Mathematics, 1233, Stability Problems for Stochastic Models, 1987, 57  crossref
    4. Yuji Kasahara, Makoto Maejima, “Functional limit theorems for weighted sums of I.I.D. random variables”, Probab. Th. Rel. Fields, 72:2 (1986), 161  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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