On Distribution of Sums of Identically Distributed Random Variables

On Distribution of Sums of Identically Distributed Random Variables

The proof of one Spitzer lemma on distribution of sums of identically distributed random variables is refined. A new formulation of the lemma contains one additional restriction, which is compared with the initial lemma.

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Bibliographische Detailangaben
Veröffentlicht in:Theory of probability and its applications 2013-01, Vol.57 (1), p.132-135
1. Verfasser: Barseghyan, A G
Format: Artikel
Sprache:eng
Schlagworte:
Constrictions
Formulations
Harmonic analysis
Inequality
Proving
Random variables
Sums
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Beschreibung
Zusammenfassung:The proof of one Spitzer lemma on distribution of sums of identically distributed random variables is refined. A new formulation of the lemma contains one additional restriction, which is compared with the initial lemma.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97985820