Sums of independent random variables random walks

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Limit theorems for sums of independent random variables defined on a nonrecurrent random walk

Journal of Soviet Mathematics, 1982
Let {Xi}i=∞ -∞, {ξi}i=1∞ be two independent sequences of randoms variables, where the ξi are identically distributed and assume integer values. Let In the paper the question of the asymptotic behavior as n → ∞ of the quantity is considered. It is shown that the distribution of Wn converges to the distribution of the normal law and that the ...
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A Comparison Inequality for Sums of Independent Random Variables

Journal of Mathematical Analysis and Applications, 2001
Stephen Montgomery-Smith, Alexander R Pruss +1 more
exaly

Large Deviations of Sums of Independent Random Variables

Annals of Probability, 1979
S V Nagaev
exaly

Estimates of the Concentration Functions of Weighted Sums of Independent Random Variables

Theory of Probability and Its Applications, 2013
A Yu Zaitsev
exaly

Estimation of moments of sums of independent real random variables

Annals of Probability, 1997

exaly

Weak convergence of products of sums of independent and non-identically distributed random variables

Journal of Mathematical Analysis and Applications, 2009
Przemysław Matuła
exaly

Criteria of Relative and Stochastic Compactness for Distributions of Sums of Independent Random Variables

Theory of Probability and Its Applications, 2018
A A Khartov
exaly