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Local Limit Theorems

Authors: Valentin V. Petrov;

Local Limit Theorems

Abstract

We consider a sequence of independent random variables {X n ; n = 1, 2,…). We shall suppose for simplicity that these variables have a common distribution with zero mean and nonzero variance σ2 < ∞. If \({S_n} = \sum\limits_{j = 1}^n {{X_j}}\) and \({F_n}\left( x \right) = P\left( {{S_n} < x\sigma \sqrt n } \right)\), the assumptions imply that F n (x) → Φ(x). If X1 has a lattice distribution it is natural to complement this assertion with its local analogues and to consider the asymptotic behavior of the probability P(S n = na + Nh) when X1 has a lattice distribution with the possible values a + Nh (N = 0, ± 1, ± 2,…) or the asymptotic behavior of the density p n (x) of the random variable \({S_\pi }/\sigma \sqrt n \) when X1 has an absolutely continuous distribution. We begin with local limit theorems for lattice distributions. The simplest example is the classical de Moivre-Laplace theorem, which may be interpreted as a local limit theorem for sums of independent random variables having a common distribution with two values.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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Average
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