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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1970 Volume 15, Issue 2, Pages 345–350 (Mi tvp1836)

This article is cited in 3 papers

Short Communications

A generalization of theorems due to H. Cramer and Yu. V. Linnik–V. P. Skitovič

G. P. Chistyakov

Khar'kov

Abstract: Let $B$ be a class of functions $V(x)$ with bounded variation on $(-\infty,\infty)$ satisfying the conditions:
1) $\int_{-\infty}^\infty dV(x)=1$;
2) $V(x)=\omega_1(x)-\omega_2(x)$;
where $\omega_j(x)$ are nondecreasing functions $\omega_j(x)+\omega_j(-x)=2\omega_j(0)$, $j=1,2$, and for some $\gamma>0$
$$ \operatorname{Var}\omega_2(x)|_y^\infty=O(e^{-y^{1+\gamma}}),\quad y\to\infty; $$

3) $\int_{-\infty}^\infty e^{yx}dV(x)\ne0,\quad-\infty<y<\infty$.
In the paper the following result is obtained
Theorem. If $V_1(x)$ and $V_2(x)\in B$ and $V_1*V_2=\Phi$, where $\Phi$ is a normal distribution function, then $V_1$ and $V_2$ are normal (may be degenerate).

Received: 23.01.1968


 English version:
Theory of Probability and its Applications, 1970, 15:2, 331–336

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