No label defined (Q4037593)

[For the entire collection see Zbl 0752.00042.] Let \((\xi_ k)_{k=1,2,\dots}\) be i.i.d. random variables with \(P(\xi_ 1=0)\neq 1\) and \(E\ln_ +|\xi_ 1|<\infty\), where \(\ln_ +(x)=\max(\ln x,0)\), \(x>0\), and \(\ln_ +0=0\). Consider the random power series \(\sum^ \infty_{k=1}\xi_ kt^ k\), \(t\in(-1,1)\), for a fixed \(t\). It is known [cf. the authors, Selected problems of the modern theory of stochastic processes, Collect. Sci. Works, 30-37 (1988; Zbl 0736.60044)] that the limit distribution of the sum \(\sum^ \infty_{k=1}\xi_ kt^ k\) is either discrete or singular or absolutely continuous [analog to a theorem by \textit{B. Jessen} and \textit{A. Wintner}, Trans. Am. Math. Soc. 38, 48-88 (1935; Zbl 0014.15401)]. The aim of the note is to study sufficient conditions for the convergence of the distribution function of \(\sum^ \infty_{k=1}\eta_ kt^ k\), \(t\in(-1,1)\), with arbitrarily distributed coefficients \(\eta_ k\), \(P(\eta_ k<x)=G_ k(x)\), to an absolutely continuous limit distribution.