Skip to main content
Log in

Factorization of the characteristic function of a sum of dependent random variables

  • Published:
Lithuanian Mathematical Journal Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature Cited

  1. V. V. Petrov, Sums of Independent Random Variables, Springer-Verlag (1975).

  2. J. Neveu, Mathematical Foundations of Probability Theory [Russian translation], Moscow (1969).

  3. R. L. Dobrushin, “Limit theorems for inhomogeneous Markov chains,” Teor. Veroyatn. Primen,1, 72–89; 365–425 (1956).

    Google Scholar 

  4. V. A. Statulyavichus, “Limit theorems for sums of random variables connected in a Markov chain. I, II, III,” Liet. Mat. Rinkinys,9, No. 2, 3, 345–362; 635–672 (1969);10, No. 1, 161–169 (1970).

    Google Scholar 

  5. B. Ryauba, “Central limit theorem for sums of series of weakly dependent random variables,” Liet. Mat. Rinkinys,2, No. 2, 193–205 (1962).

    Google Scholar 

  6. V. A. Statulyavichus, “Limit theorems for random functions. I,” Liet. Mat. Rinkinys,10, No. 3, 583–592 (1970).

    Google Scholar 

  7. V. A. Statulevičius, “On limit theorems for random processes,” in: Second Japan-USSR Symp. of Probability, Kyoto (1972), pp. 138–152.

  8. V. A. Statulevičius, “Limit theorems for dependent random variables under various regularity conditions,” in: Proc. Int. Congress Mathematicians, Vancouver, Canada (1974).

  9. V. A. Statulevičius, “Applications of seminvariants to asymptotic analysis of distribution of random processes,” Multivariate Anal.,4, 325–337 (1977).

    Google Scholar 

  10. I. G. Zhurbenko, “Strong estimates of mixed semiinvariants of random processes,” Sib. Mat. Zh.,13, No. 2, 293–308 (1972).

    Google Scholar 

  11. M. Rosenblatt, “Some remarks on a mixing condition,” Ann. Probability,7, No. 1, 170–172 (1979).

    Google Scholar 

  12. V. A. Statulevičius, On Markov Type Regularity Conditions (1979).

Download references

Authors

Additional information

Bergakademie Freiberg (DDR) Sektion Mathematik. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 22, No. 1, pp. 190–202, January–March, 1982.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Heinrich, L. Factorization of the characteristic function of a sum of dependent random variables. Lith Math J 22, 92–100 (1982). https://doi.org/10.1007/BF00967932

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00967932

Keywords

Navigation