On the convergence of generalized moment
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Ildar Ibragimov; Mikhail Lifshits
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Article
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1998
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Elsevier Science
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English
β 338 KB
Let {~k} be the normalized sums corresponding to a sequence of i.i.d, variables with zero mean and unit variance. Define random measures n k=l and let G be the normal distribution. We show that for each continuous function h satisfying f h dG<~ and a mild regularity assumption, one has limfhdO,=fhdG