Stability of decomposition into components of a discontinuous distribution function in uniform metric (Q1907497): Difference between revisions
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English | Stability of decomposition into components of a discontinuous distribution function in uniform metric |
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Stability of decomposition into components of a discontinuous distribution function in uniform metric (English)
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25 February 1996
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The first part is devoted to the characterization of various concepts of convergence of d.f.'s of real valued r.v.'s. The main attention is paid to the uniform convergence (on \(\mathbb{R})\) of d.f.'s (i.e. to convergence in the metric \(\rho)\) and to the strong convergence. The second part provides conditions for strong precompactness of a family of d.f.'s. In the third section the extension of previous results to bounded increasing functions is given. The final part deals with \(\rho\)-convergence \(\rho (F_n, F) \to 0\) \((n \to \infty)\) of convolutions \(F_n = F_{n1} * F_{n2}\) when \(F\) has at least one jump. As a corollary necessary and sufficient conditions are found for strong convergence of d.f.'s of \(\xi_{n,1} + \cdots + \xi_{n, k_n} - A_n\) to the Poisson d.f. with parameter \(\lambda > 0\) (here \(\xi_{n,1}, \dots, \xi_{n, k_n}\) are independent r.v.'s, \(A_n = \text{const})\).
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characterization of various concepts of convergence
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uniform convergence
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conditions of strong precompactness
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strong convergence
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