A central limit theorem for some special complex-valued probability densities

DOI10.1006/JMAA.2000.6816MaRDI QIDQ1580459zbMATH OpenOpenAlexFDO

Authors Natalia Humphreys

Publication date 1 March 2002

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.2000.6816

zbMATH Keywords

complex-valued probability densitiesconvolutionsFourier transformationoscillatory divergence

Mathematics Subject Classification ID

Functions of a complex variable (30-XX) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Central limit and other weak theorems (60F05)

Review text

Two special integrable complex-valued probability density functions, which are unstable in the sense that the logarithms of their Fourier transformations converge to zero faster than the \(q\)th (\(q\) greater than or equal to 2) power of \(t\) as \(t\) tends to 0, are considered. It is shown that, under a special scaling, the \(n\)-fold convolutions of these functions diverge in a very regular oscillatory manner. Some results on the asymptotic behavior of the \(L_1\) norms of these convolutions are also obtained as a corollary of the main theorem.

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Cites work

• A Class of "Central Limit Theorems" For Convolution Products of Generalized Functions
• A signed measure on path space related to Wiener measure
• scientific article; zbMATH DE number 3150270 (Why is no real title available?)
• scientific article; zbMATH DE number 3174025 (Why is no real title available?)
• The asymptotic behavior of the \(n\)th order difference

Cited in

(3)

• scientific article; zbMATH DE number 1241335 (Why is no real title available?)
• scientific article; zbMATH DE number 1092061 (Why is no real title available?)
• On the convolution powers of complex functions on \(\mathbb{Z}\)

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