Результаты исследований: Рабочие материалы › Препринт
On a formulation of the central limit theorem. / Шмыров, Александр Сергеевич; Шмыров, Василий Александрович.
2025.Результаты исследований: Рабочие материалы › Препринт
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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