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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1977 Volume 22, Issue 2, Pages 335–346 (Mi tvp3219)

This article is cited in 16 papers

On a property of sums of independent random variables

A. V. Nagaev

Tashkent

Abstract: Let $\xi_i$, $j=1,2,\dots$ be independent identically distributed random variables with $\mathbf M\xi_1=0$, $\mathbf D\xi_1=1$. Put $P_n(x)=\mathbf P\{\xi_1+\dots+\xi_n\ge x\}$. In the paper, a class of distributions $P_1(x)$ is described having the following property: for $x\ge x_n$, $n\to\infty$
$$ P_n(x)=nP_1(x)(1+o(1)). $$
The dependence of the sequence $\{x_n\}$ on properties of $P_1(x)$ is also analyzed.

Received: 12.12.1971
Revised: 09.01.1973


 English version:
Theory of Probability and its Applications, 1978, 22:2, 326–338

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