On a generalization of the Levy-Khinchin formula on the sums of dependent vectors (Q677732)
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scientific article; zbMATH DE number 999705
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| English | On a generalization of the Levy-Khinchin formula on the sums of dependent vectors |
scientific article; zbMATH DE number 999705 |
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On a generalization of the Levy-Khinchin formula on the sums of dependent vectors (English)
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24 September 1997
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A method for solving the central limit problem of the probability theory, developed by the author [``Convergence of distributions of sums of random variables'' (1990; Zbl 0745.60021), Dokl. Akad. Nauk BSSR 30, 29-31 (1986; Zbl 0589.60022), Rev. Roum. Math. Pures Appl. 21, 1335-1346 (1976; Zbl 0365.60030), ibid. 25, 1249-1257 (1980; Zbl 0454.60024), and Izv. Vyssh. Uchebn. Zaved., Mat. 1989, No. 10(329), 87-89 (1989; Zbl 0692.60021)] for sums of dependent random variables, is extended to sums of dependent vectors. The existence of the mean values for the vectors is not assumed. For the convenience of applications, we do a coordinate-wise ``truncation'' of the vectors. While extending to \(R^\infty\) we should ``truncate'' the vectors themselves.
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Levy-Khinchin formula
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coordinate-wise truncation of the vectors
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central limit problem
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0.8192383646965027
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