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Estimates of the stability of the characterization of the normal law in a theorem of G. Polya

✍ Scribed by R. V. Januskevicius

Publisher
Springer US
Year
1981
Tongue
English
Weight
419 KB
Volume
17
Category
Article
ISSN
1573-8795

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If X1 and X2 are independent and identically distributed (i.i.d.) random variables with ÿnite variance, then (X1 + X2)= √ 2 has the same distribution as X1 if and only if X1 is normal with mean zero (Polya, 1923, Math. Zeitschrift 18, 96 -108). About ten authors devoted their works to stability prob