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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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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container_title Theory of probability and its applications
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creator Barseghyan, A G
description 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.
doi_str_mv 10.1137/S0040585X97985820
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identifier ISSN: 0040-585X
ispartof Theory of probability and its applications, 2013-01, Vol.57 (1), p.132-135
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source SIAM Journals Archive; ABI/INFORM Global
subjects Constrictions
Formulations
Harmonic analysis
Inequality
Proving
Random variables
Sums
title On Distribution of Sums of Identically Distributed Random Variables
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