Scienceasia, Volume 28, Issue 1, Pages 55-60 , 01/03/2002
The Central Limit Theorems for Sums of Powers of Function of Independent Random Variables
Abstract
Let (X<inf>nk</inf>), k = 1, ..., k<inf>n</inf> ; n = 1, 2, ... be a double sequence of infinitesimal random variables which are rowwise independent. In this paper, we give necessary and sufficient conditions for the sequence of distribution functions of S<inf>n</inf><sup>(</sup>r <sup>)</sup> = <inf>(</inf>g<inf>(</inf>X<inf>n</inf><inf>1))</inf><sup>r</sup> +L + <inf>(</inf>g<inf>(</inf>X<inf>nkn))</inf><sup>r</sup> B<inf>n</inf> (r) to weakly converge to a limiting distribution function F<inf>r</inf> for each natural number r, and also for convergence of (F<inf>r</inf>).
Document Type
Article
Source Type
Journal
Keywords
60G50central limit theoreminfinitely divisibleLe vy’s formula. Mathematics Subject Classification: (2000):60E0760F05
ASJC Subject Area
Multidisciplinary : Multidisciplinary