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On sums of independent random variables without power moments
Authors:S. V. Nagaev  V. I. Vachtel
Affiliation:(1) Sobolev Institute of Mathematics, Novosibirsk, Russia;(2) Weierstrass-Institut, Mohrenstrasse, Berlin, Germany
Abstract:In 1952 Darling proved the limit theorem for the sums of independent identically distributed random variables without power moments under the functional normalization. This paper contains an alternative proof of Darling’s theorem, using the Laplace transform. Moreover, the asymptotic behavior of probabilities of large deviations is studied in the pattern under consideration.
Keywords:slowly varying function  Laplace transform  binomial distribution  independent random variables  branching processes
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