Limit theorems for methods of summation of independent random variables. II

1988 ◽  
Vol 27 (2) ◽  
pp. 128-144 ◽  
Author(s):  
T. Mikosch ◽  
R. Norvaisa
Author(s):  
Miloslav Jirina

AbstractLet {Xnk} be a triangular array of independent random variables satisfying the so-called tail-negligibility condition, i.e. such that Prob{|Xnk| > a} → 0 as both k, n → ∞. It is also assumed that for each fixed k, Xnk converges in distribution as n → ∞. Theorems on the asymptotic behavior of the row sums of the array, analogous to those of the classical theory under the uniform negligibility condition, are presented.


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