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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1976 Volume 21, Issue 2, Pages 383–387 (Mi tvp3354)

This article is cited in 14 papers

Short Communications

Relatively stable walks

B. A. Rogosin

Novosibirsk

Abstract: Let $\xi_1,\xi_2,\dots$ he a sequence of i.i.d.r.v.'s, $\displaystyle S_n=\sum_{k=1}^n\xi_k$, $n=1,\dots$. The following statements are equivalent:
1) $S_n/a_n\to 1$ in probability for some sequence of positive numbers $a_1,a_2,\dots$;
2) $\displaystyle\nu(x)=\int_{\{|\xi_1|<x\}}\xi_1d\mathbf P>0$ for sufficiently large $x>0$, $\displaystyle\qquad\lim_{x\to\infty}\nu(xy)/\nu(x)=1$ for all $y>0\quad$ and $\displaystyle\quad\lim_{x\to\infty}x\mathbf P(|\xi_1|\ge x)/\nu(x)=0$.

Received: 17.03.1975


 English version:
Theory of Probability and its Applications, 1977, 21:2, 375–379

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