Convergence of two functionals of asymptotically normal sums of independent random variables |
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Authors: | A N Skrypnik |
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Institution: | (1) Department of Computational Mathematics and Cybernetics, Moscow State University, Vorob'yovy Gory, 119899 Moscow, Russia |
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Abstract: | We consider two functionals of sums of independent random variables and demonstrate that the validity of the central limit
theorem for the sums of independent random variables that enter the arguments of those functionals is a sufficient condition
for one of the functionals and a necessary and sufficient condition for the other one to have a weak limit.
Proceedings of the Seminar on Stability Problems for Stochastic Models. Moscow. Russia. 1996. Part II. |
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Keywords: | |
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