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Local limit theorem for triangular
array of random variables
Igor A. Korchinskya, Alexey M. Kulikb a Kyiv 01033 Volodymyrska str., 64, Taras Shevchenko Kyiv National University
b Kiev 01601, Tereshchenkivska str., 3, Institute of Mathematics, Ukrainian National Academy of Sciences
Abstract:
For a triangular array of random variables
$\{X_{k,n}, k=1, \ldots, c_n; n\in{\mathbb N}\}$ such that,
for every $n,$ the variables $X_{1,n},\ldots,X_{c_n,n}$ are independent and identically distributed,
the local limit theorem for the variables $S_n = X_{1,n} + \ldots + X_{c_n,n}$ is established.
Keywords:
Local limit theorem, canonical measure, infinitely divisible distribution.
Citation:
Igor A. Korchinsky, Alexey M. Kulik, “Local limit theorem for triangular
array of random variables”, Theory Stoch. Process., 13(29):3 (2007), 48–54
Linking options:
https://www.mathnet.ru/eng/thsp228 https://www.mathnet.ru/eng/thsp/v13/i3/p48
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