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On a formulation of the central limit theorem. / Шмыров, Александр Сергеевич; Шмыров, Василий Александрович.

2025.

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@techreport{dc8be10f68a94c52ac86471773b5ec8f,
title = "On a formulation of the central limit theorem",
abstract = " A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from consideration. The condition of uniform convergence is imposed on the improper integrals defining the variances. Under the conditions of non-singularity and uniform convergence, the central limit theorem is valid if and only if the total variance increases indefinitely. ",
keywords = "math.PR, 60F05, G.3",
author = "Шмыров, {Александр Сергеевич} and Шмыров, {Василий Александрович}",
note = "6 pages",
year = "2025",
month = jan,
day = "28",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - On a formulation of the central limit theorem

AU - Шмыров, Александр Сергеевич

AU - Шмыров, Василий Александрович

N1 - 6 pages

PY - 2025/1/28

Y1 - 2025/1/28

N2 - A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from consideration. The condition of uniform convergence is imposed on the improper integrals defining the variances. Under the conditions of non-singularity and uniform convergence, the central limit theorem is valid if and only if the total variance increases indefinitely.

AB - A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from consideration. The condition of uniform convergence is imposed on the improper integrals defining the variances. Under the conditions of non-singularity and uniform convergence, the central limit theorem is valid if and only if the total variance increases indefinitely.

KW - math.PR

KW - 60F05

KW - G.3

M3 - Preprint

BT - On a formulation of the central limit theorem

ER -

ID: 132388963