Stochastic compactness of distributions of sums of independent random variables with finite variances

DOI10.1007/s10986-017-9353-4zbMath1370.60044OpenAlexW2616236039MaRDI QIDQ2401236

Alexey Khartov

Publication date: 31 August 2017

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

Full work available at URL: https://doi.org/10.1007/s10986-017-9353-4

zbMATH Keywords

relative compactnesssums of independent random variablesstochastic compactnessscheme of series

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99)

Related Items (3)

Stochastic compactness of distributions of sums of independent random variables with finite variances ⋮ Characteristic functions and compactness of distributions of sums of independent random variables ⋮ Compactness criteria for quasi-infinitely divisible distributions on the integers

Cites Work

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• Approximate local limit theorems for laws outside domains of attraction
• Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
• The class of limit laws for stochastically compact normed sums
• Domains of partial attraction and tightness conditions
• Compactness of a sequence of sums of independent variables with values in a Hilbert space
• Stochastic compactness of distributions of sums of independent random variables with finite variances
• Stochastic compactness of Lévy processes
• Order of Magnitude of the Concentration Function
• Zero-one laws and weak convergences for sums of independent random variables

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