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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Bibliographic Details
Published in:Theory of probability and its applications 2013-01, Vol.57 (1), p.132-135
Main Author: Barseghyan, A G
Format: Article
Language:English
Subjects:
Constrictions
Formulations
Harmonic analysis
Inequality
Proving
Random variables
Sums
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Description
Summary: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