A non-uniform rate of convergence in a local limit theorem

1978 ◽  
Vol 84 (2) ◽  
pp. 351-359 ◽  
Author(s):  
Sujit K. Basu

AbstractLet {Xn} be a sequence of iid random variables. If the common charac-teristic function is absolutely integrable in mth power for some integer m ≥ 1, then Zn = n−½(X1 + … + Xn) has a pdf fn for all n ≥ m. Here we give a necessary and sufficient condition for sup as n. → ∞, where φ (x) is the standard normal pdf and M(x) is a non-decreasing function of x ≥ 0 such that M(0) > 0 and M(x)/xδ is non-increasing for 0 < δ ≤ 1.

Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 880
Author(s):  
Igoris Belovas

In this research, we continue studying limit theorems for combinatorial numbers satisfying a class of triangular arrays. Using the general results of Hwang and Bender, we obtain a constructive proof of the central limit theorem, specifying the rate of convergence to the limiting (normal) distribution, as well as a new proof of the local limit theorem for the numbers of the tribonacci triangle.


1979 ◽  
Vol 31 (2) ◽  
pp. 255-263 ◽  
Author(s):  
Z. Ditzian

The Szász and Baskakov approximation operators are given by1.11.2respectively. For continuous functions on [0, ∞) with exponential growth (i.e. ‖ƒ‖A ≡ supx\ƒ(x)e–Ax\ < M) the modulus of continuity is defined by1.3where ƒ ∈ Lip* (∝, A) for some 0 < ∝ ≦ 2 if w2(ƒ, δ, A) ≦ Mδ∝ for all δ < 1. We shall find a necessary and sufficient condition on the rate of convergence of An(ƒ, x) (representing Sn(ƒ, x) or Vn(ƒ, x)) to ƒ(x) for ƒ(x) ∈ Lip* (∝, A). In a recent paper of M. Becker [1] such conditions were found for functions of polynomial growth (where (1 + \x\N)−1 replaced e–Ax in the above). M. Becker explained the difficulties in treating functions of exponential growth.


2013 ◽  
Vol 50 (04) ◽  
pp. 1206-1212 ◽  
Author(s):  
Lars Holst

Formulae for ζ(2n) andLχ4(2n+ 1) involving Euler and tangent numbers are derived using the hyperbolic secant probability distribution and its moment generating function. In particular, the Basel problem, where ζ(2) = π2/ 6, is considered. Euler's infinite product for the sine is also proved using the distribution of sums of independent hyperbolic secant random variables and a local limit theorem.


2018 ◽  
Vol 50 (A) ◽  
pp. 241-252
Author(s):  
Eugene Seneta

Abstract Khintchine's (necessary and sufficient) slowly varying function condition for the weak law of large numbers (WLLN) for the sum of n nonnegative, independent and identically distributed random variables is used as an overarching (sufficient) condition for the case that the number of summands is more generally [cn],cn→∞. Either the norming sequence {an},an→∞, or the number of summands sequence {cn}, can be chosen arbitrarily. This theorem generalizes results from a motivating branching process setting in which Khintchine's sufficient condition is automatically satisfied. A second theorem shows that Khintchine's condition is necessary for the generalized WLLN when it holds with cn→∞ and an→∞. Theorem 3, which is known, gives a necessary and sufficient condition for Khintchine's WLLN to hold with cn=n and an a specific function of n; it is extended to general cn subject to a growth restriction in Theorem 4. Section 6 returns to the branching process setting.


Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 2067
Author(s):  
Arsen L. Yakymiv

We study the behavior of multiple power series distributions at the boundary points of their existence. In previous papers, the necessary and sufficient conditions for the integral limit theorem were obtained. Here, the necessary and sufficient conditions for the corresponding local limit theorem are established. This article is dedicated to the memory of my teacher, professor V.M. Zolotarev.


1980 ◽  
Vol 87 (1) ◽  
pp. 179-187 ◽  
Author(s):  
Sujit K. Basu ◽  
Makoto Maejima

AbstractLet {Xn} be a sequence of independent random variables each having a common d.f. V1. Suppose that V1 belongs to the domain of normal attraction of a stable d.f. V0 of index α 0 ≤ α ≤ 2. Here we prove that, if the c.f. of X1 is absolutely integrable in rth power for some integer r > 1, then for all large n the d.f. of the normalized sum Zn of X1, X2, …, Xn is absolutely continuous with a p.d.f. vn such thatas n → ∞, where v0 is the p.d.f. of Vo.


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