On a generalization of the Levy-Khinchin formula on the sums of dependent vectors

MaRDI QIDQ677732zbMATH OpenFDO

Authors M. D. Yudin

Publication date 24 September 1997

Published in Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

central limit problemcoordinate-wise truncation of the vectorsLevy-Khinchin formula

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

Review text

A method for solving the central limit problem of the probability theory, developed by the author [``Convergence of distributions of sums of random variables (1990; Zbl 0745.60021), Dokl. Akad. Nauk BSSR 30, 29-31 (1986; Zbl 0589.60022), Rev. Roum. Math. Pures Appl. 21, 1335-1346 (1976; Zbl 0365.60030), ibid. 25, 1249-1257 (1980; Zbl 0454.60024), and Izv. Vyssh. Uchebn. Zaved., Mat. 1989, No. 10(329), 87-89 (1989; Zbl 0692.60021)] for sums of dependent random variables, is extended to sums of dependent vectors. The existence of the mean values for the vectors is not assumed. For the convenience of applications, we do a coordinate-wise ``truncation of the vectors. While extending to \(R^\infty\) we should ``truncate the vectors themselves.

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