scientific article; zbMATH DE number 15186

[For the entire collection see Zbl 0681.00014.] A problem on the kind of distribution functions of sums of independent random variables is considered. The main results are following: 1. Let \(\xi_ 0\) be a random variable with a singular (continuous) distribution function, then there exists a series of independent random variables \(\xi_ 1,\xi_ 2,\dots,\) each of them has a singular distribution function, such that the sum \(\sum_{n=0}^ \infty \xi_n\) a.s. converges to a random variable with a singular distribution function. 2. Let \(\xi_ 1,\xi_ 2,\dots\) be i.i.d. with a common distribution \(F\), and \(\int_{-\infty}^\infty \ln_ +(| x|)dF(x)<\infty\), then for all \(t\in (-1,1)\) the distribution function of the sum \(\sum_{n=1}^ \infty \xi_ nt^ n\) is pure (discrete, singular or absolutely continuous).

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