Abstract:
Let ξ1,ξ2,… he a sequence of i.i.d.r.v.'s, Sn=n∑k=1ξk, n=1,…. The following statements are equivalent:
1) Sn/an→1 in probability for some sequence of positive numbers a1,a2,…;
2) ν(x)=∫{|ξ1|<x}ξ1dP>0 for sufficiently large x>0, limx→∞ν(xy)/ν(x)=1 for all y>0 and
limx→∞xP(|ξ1|⩾.
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