Lacunary series and stable distributions
نویسندگان
چکیده
By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we give criteria for a sequence (Xn) of random variables to have a subsequence (Xnk) whose weighted partial sums, suitably normalized, converge weakly to a stable distribution with parameter 0 < α < 2.
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تاریخ انتشار 2014