Criteria of Relative and Stochastic Compactness for Distributions of Sums of Independent Random Variables
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Publication:4961764
DOI10.1137/S0040585X97T988915zbMath1414.60029OpenAlexW2898403700WikidataQ129050037 ScholiaQ129050037MaRDI QIDQ4961764
Publication date: 25 October 2018
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t988915
characteristic functionsrelative compactnesssums of independent random variablesstochastic compactnessscheme of series
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (2)
On weak convergence of quasi-infinitely divisible laws ⋮ Compactness criteria for quasi-infinitely divisible distributions on the integers
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- Order of Magnitude of the Concentration Function
- Zero-one laws and weak convergences for sums of independent random variables
- Modern Theory of Summation of Random Variables
- Weak Compactness of Random Sumsof Independent Random Variables
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