韩东. 相互独立渐近无穷小随机变量之和的极限定理[J]. Journal of Xinjiang University (Natural Science Edition in Chinese and English), 1992, (3).DOI:
相互独立渐近无穷小随机变量之和的极限定理
摘要
本文提出了一个渐近无穷小条件
并证明了在此条件下
独立随机变量和的极限分布存在的充要条件也就是无穷小随机变量和的极限分布为无穷可分分布律的充要条件。
Abstract
In this paper ew present a condition of asymptotic infinite smallness and prove
under the condition
that the necessary and xufficient conditions for the convergence of distributions of sums of indepndent random varianles satisfying the condition of infinite smallness to a given infinitely divisible distribution.