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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 4, Pages 835–841 (Mi tvp3515)

This article is cited in 14 papers

Short Communications

On the smoothing of probabilities for the sums of integer valued random variables

N. G. Gamkrelidze

Tbilisi

Abstract: Let $\xi_1,\xi_2,\dots$ be integer valued independent random variables and $S_n=\xi_1+\dots+\xi_n$. We introduce the function
$$ \sum_m|\mathbf P\{S_n=m\}-\mathbf P\{S_n=m-1\}| $$
as a measure of the «smoothness» of the distribution $S_n$. Some properties of this function are investigated.

Received: 06.05.1980


 English version:
Theory of Probability and its Applications, 1982, 26:4, 823–828

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