We describe the behavior of the n-fold convolutions under a suitable scaling as n Βͺ Ο±, where f is an integrable complex-valued function on β«.ήβ¬ We consider only the unstable case and only two typical examples in Λp q Ε½ . Γ < < < < 4 that case. In the first example f is defined by f t s exp i t y t
A Strengthened Central Limit Theorem for Smooth Densities
β Scribed by P.L. Lions; G. Toscani
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 548 KB
- Volume
- 129
- Category
- Article
- ISSN
- 0022-1236
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β¦ Synopsis
We consider the central limit theorem for the probability density function (f_{n}(x)) of the standardized sum of independent and identically distributed random variables with finite variance and regular probability density function. By showing boundedness of different convex functionals along the sequence (\left{f_{n}\right}) we prove convergence in various norms to the normal density. " 1995 Academic Press. Inc.
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