A limit theorem for sums of independent, nonidentically distributed random variables

DOI10.1007/BF01240002zbMath0489.60037MaRDI QIDQ1166830

Valentin V. Petrov

Publication date: 1982

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

strong law of large numberssums of independent non-identically distributed random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (8)

On convergence of the distributions of random sequences with independent random indexes to variance–mean mixtures ⋮ A limit theorem of multiple sums for identically distributed independent random variables ⋮ An estimate of the remainder of a limit theorem ⋮ A refinement of non-uniform estimates of the rate of convergence in the central limit theorem under the existence of moments of orders no higher than two ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ Improvement of convergence rate estimates in the central limit theorem under weakened moment conditions ⋮ On two approaches to approximation of multidimensional stable laws ⋮ Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution

Cites Work

• On the Strong Law of Large Numbers
• Unnamed Item
• Unnamed Item

This page was built for publication: A limit theorem for sums of independent, nonidentically distributed random variables