On a generalization of the Levy-Khinchin formula on the sums of dependent vectors (Q677732)

From MaRDI portal





scientific article; zbMATH DE number 999705
Language Label Description Also known as
default for all languages
No label defined
    English
    On a generalization of the Levy-Khinchin formula on the sums of dependent vectors
    scientific article; zbMATH DE number 999705

      Statements

      On a generalization of the Levy-Khinchin formula on the sums of dependent vectors (English)
      0 references
      0 references
      24 September 1997
      0 references
      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.
      0 references
      Levy-Khinchin formula
      0 references
      coordinate-wise truncation of the vectors
      0 references
      central limit problem
      0 references

      Identifiers