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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2022 Volume 67, Issue 3, Pages 591–596 (Mi tvp5461)

This article is cited in 2 papers

Short Communications

Another proof of a Sakhanenko theorem

Sh. K. Formanov

V. I. Romanovskiy Institute of Mathematcs of the Academy of Sciences of Uzbekistan

Abstract: We give an analytic proof of Sakhanenko's theorem on the strong law of large numbers. Our arguments are based on the method of characteristic functions: under the Lindeberg-type condition, the expectation of the absolute value of the sum of independent random variables (r.v.'s) tends to zero. In our proof, we represent the expectation of the absolute value of an r.v. in terms of the corresponding characteristic function.

Keywords: random variable, characteristic function, strong law of large numbers.

Received: 25.11.2020
Revised: 21.02.2022
Accepted: 31.03.2022

DOI: 10.4213/tvp5461


 English version:
Theory of Probability and its Applications, 2022, 67:3, 473–477

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© Steklov Math. Inst. of RAS, 2024