A limit theorem on convergence to the uniform distribution (Q1878748)

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scientific article; zbMATH DE number 2099453
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    A limit theorem on convergence to the uniform distribution
    scientific article; zbMATH DE number 2099453

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      A limit theorem on convergence to the uniform distribution (English)
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      8 September 2004
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      The paper considers a sequence \(X_1,\ldots, X_n\) of random variables satisfying the condition \(0\leq X_n\leq 1\). It is proved that under the condition \[ \left| {\mathbf E}e^{2\pi imX_n}\right| \leq \frac{K}{n}| m| ^l,\qquad m\neq 0, \;n=1,2,\ldots \] (for certain \(K\),\(l=\text{const}>0\)), for any \(0\leq \alpha<\beta\leq 1\), the quantity \(| {\mathbf P}\{\alpha\leq X_n\leq\beta\} -(\beta-\alpha)|\) decreases as a certain power of the ratio \(1/n\).
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      random variable
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      probability distribution
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      uniform distribution
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