Gnedenko-Raikov's theorem, central limit theory, and the weak law of large numbers

DOI10.1016/J.SPL.2006.04.042zbMath1104.60303OpenAlexW1994293792MaRDI QIDQ850208

Allan Gut

Publication date: 15 November 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.042

zbMATH Keywords

regular variationdomain of attractionslow variationsums of i.i.d. random variablesthe Kolmogorov-Feller WLLN

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Related Items (2)

Limit theorems for self-normalized linear processes ⋮ Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes

Cites Work

• An extension of the Kolmogorov-Feller weak law of large numbers with an application to the St. Petersburg game
• When is the Student \(t\)-statistic asymptotically standard normal?
• Relative stability and the strong law of large numbers
• Probability: A Graduate Course
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