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A Central Limit Theorem for Some Special Complex-Valued Probability Densities

✍ Scribed by Natalia Humphreys


Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
206 KB
Volume
248
Category
Article
ISSN
0022-247X

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✦ Synopsis


We describe the behavior of the n-fold convolutions

under a suitable scaling as n ª ϱ, where f is an integrable complex-valued function on ‫.ޒ‬ We consider only the unstable case and only two typical examples in ˆp q Ž . Ä < < < < 4 that case. In the first example f is defined by f t s exp i t y t and in the ˆp q Ž . Ä < < Ž . < < 4 second one by f t s exp i t sgn t y t , where p and q are real numbers such that 2 F pq.