A Converse to the Spitzer-Rosen Theorem
Hall, Peter
Ann. Probab., Tome 9 (1981) no. 6, p. 633-641 / Harvested from Project Euclid
Let $S_n$ be the sum of $n$ independent and identically distributed random variables with zero means and unit variances. The central limit theorem implies that $P(S_n \leq 0) \rightarrow 1/2$, and the Spitzer-Rosen theorem (with refinements by Baum and Katz, Heyde, and Koopmans) provides a rate of convergence in this limit law. In the present paper we investigate the converse of this result. Given a certain rate of convergence of $P(S_n \leq 0)$ to 1/2, what does this imply about the common distribution of the summands?
Publié le : 1981-08-14
Classification:  Central limit theorem,  rate of convergence,  Spitzer-Rosen theorem,  sum of independent random variables,  60F05,  60G50
@article{1176994368,
     author = {Hall, Peter},
     title = {A Converse to the Spitzer-Rosen Theorem},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 633-641},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994368}
}
Hall, Peter. A Converse to the Spitzer-Rosen Theorem. Ann. Probab., Tome 9 (1981) no. 6, pp.  633-641. http://gdmltest.u-ga.fr/item/1176994368/