On a local limit theorem in strong sense (Q1365192)
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On a local limit theorem in strong sense (English)
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22 June 1998
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Let (1) \(\xi_1,\dots,\xi_n,\dots\) be a sequence of independent integer-valued random variables. Denote \(S_{n,k}= \xi_{k+1}+\cdots+ \xi_{k+n}\), \(A_{k,n}= ES_{k,n}\), \(B^2_{k,n}= DS_{k,n}\), \(S_{0,n}= S_n\), \(B^2_{0,n}= B^2_n\), \(A_{0,n}= A_n\). The sequence (1) is said to satisfy the local limit theorem if \[ P(S_n= m)= B^{-1}_n\exp\{(m- A_n)^2/2B^2_n\}+ o(B^{-1}_n)\quad\text{uniformly as } n\to\infty. \tag{2} \] It is said to satisfy the strong local limit theorem (s.l.l.t.) if the relation (2) is true for (1) as well as for every sequence which differs from (1) only by a finite number of variables. The paper studies necessary and sufficient conditions for s.l.l.t.
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local limit theorem
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strong local limit theorem
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necessary and sufficient conditions
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