Local limit theorem in the case of convergence to a law of class L

DOI10.1007/BF00971916MaRDI QIDQ1106537zbMATH OpenOpenAlexWikidataFDO

Authors A. Mitalauskas

Publication date 1986

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00971916

zbMATH Keywords

infinitely divisible distributionL-class distributionlocal limit theorem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Review text

Suppose \(\{\xi_ 1,\xi_ 2,...\}\) is a sequence of integer-valued independent random variables. Let \(S_ n\) denote its partial sum of first n elements. Assume \(\{B_ n\}\), \(\{a_ n\}\) are two sequences of constants such that \(S_ n/B_ n-a_ n\) tends in distribution to an L- class distribution with density p. Then the local limit theorem for the sequence \(\{\xi_ n\}\) is defined as \[ \sup_{m}| B_ nP(S_ n=m)-p(m/B_ n-a_ n)| \to 0,\quad as\quad n\to \infty. \] Certain sufficient conditions are given for guaranteeing the local limit theorem.

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Cites work

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• On distribution functions of class L

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