BOUNDARY THEORY FOR SUMS OF INDEPENDENT, IDENTICALLY DISTRIBUTED RANDOM VARIABLES.

Abstract

Martin's compact is constructed for sums of multidimensional variables having density in Lebesgue measure. The method is based on the limit theorems for large variances of the Cramer type and on h-transformations of the Markov process. Similar results have been obtained by Ney and Spitzer in the lattice case. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 08, 1970
Accession Number
AD0707310

Entities

People

  • S. A. Molchanov

Organizations

  • Johns Hopkins University Applied Physics Laboratory

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Markov Processes
  • Mathematics
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.