AnL1limit theorem for densities of renewal measures
β Scribed by Robert H. Traxler
- Publisher
- Springer
- Year
- 1975
- Tongue
- English
- Weight
- 270 KB
- Volume
- 32
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
The sums of i.i.d. random vectors are considered. It is assumed that the underlying distribution is absolutely continuous and its density possesses the property which can be referred to as regular variation. The asymptotic expressions for the probability of large deviations are established in the ca
In this paper we give equivalent conditions on the central limit theorem in total variation norm for a sequence of probability measures on ~. This generalizes Cacoullos, Papathanasiou and Utev's central limit theorem in Lt-norm for a sequence of probability density functions on R. We also give equiv