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On stability of sums of nonnegative random variables

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We present new sufficient conditions for stability of sums of nonnegative random variables having finite moments of second order. We demonstrate that these conditions are nonimprovable in some sense. Bibliography: 4 titles.

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References

  1. B. V. Gnedenko and A. N. Kolmogorov, Limit Distributions for Sums of Independent Random Variables, Addison–Wesley, Reading (1968).

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  2. N. Etemadi, “Stability of sums of weighted nonnegative random variables,” J. Multivar. Anal., 13, 361–365 (1983).

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  3. V. V. Petrov, Sums of Independent Random Variables, Springer, New York (1975).

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  4. V. V. Petrov, “On the strong law of large numbers for sequences of nonnegative random variables,” Teor. Veroyatn. Primen., 53, 379—382 (2008).

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Correspondence to V. V. Petrov.

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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 361, 2008, pp. 78—82.

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Petrov, V.V. On stability of sums of nonnegative random variables. J Math Sci 159, 324–326 (2009). https://doi.org/10.1007/s10958-009-9444-9

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  • DOI: https://doi.org/10.1007/s10958-009-9444-9

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