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Some remarks on the existence of densities for sums with weights - MaRDI portal

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Some remarks on the existence of densities for sums with weights (Q1117582)

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scientific article; zbMATH DE number 4092486
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English
Some remarks on the existence of densities for sums with weights
scientific article; zbMATH DE number 4092486

    Statements

    Some remarks on the existence of densities for sums with weights (English)
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    1987
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    [For the entire collection of the original see Zbl 0626.00025.] We consider the weighted sums \(S(\alpha (\delta))=\sum^{\infty}_{k=0}\alpha_ k(\delta)X_ k\), where \(X_ k\) are independent random variables, having no densities, and \(\alpha_ k(\delta)\) are nonnegative functions, defined on the interval (0,1). We investigate the conditions under which S(\(\alpha\) (\(\delta)\)) has a density; prove a local limit theorem; and study the form of the distribution in the case when \(\alpha (\delta)=\delta^ k\) and the variables \(X_ k\) take only a finite number of values.
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    existence of densities
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    weighted sums
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