On the Local Limit Theorem for Independent Nonlattice Random Variables
Shore, Terence R.
Ann. Probab., Tome 6 (1978) no. 6, p. 563-573 / Harvested from Project Euclid
Let $(X_n: n \geqq 1)$ be a sequence of independent random variables, each having mean 0 and a finite variance. Under the Lindeberg condition and uniformity conditions on the characteristic functions, it is shown that the local limit theorem holds, i.e., if $S_n$ is the $n$th partial sum of the sequence, then $(2\pi \operatorname{Var} S_n)^{\frac{1}{2}}P(S_n \in (a, b)) \rightarrow b - a$. Under the assumption that the local limit theorem holds for each tail of $(X_n)$, and one other condition, it is then shown that the random walk generated by $(X_n)$ is recurrent if $\sum (\operatorname{Var} S_n)^{-\frac{1}{2}} = \infty$.
Publié le : 1978-08-14
Classification:  Local limit theorem,  random walk,  recurrence,  60F05,  60G50
@article{1176995478,
     author = {Shore, Terence R.},
     title = {On the Local Limit Theorem for Independent Nonlattice Random Variables},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 563-573},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995478}
}
Shore, Terence R. On the Local Limit Theorem for Independent Nonlattice Random Variables. Ann. Probab., Tome 6 (1978) no. 6, pp.  563-573. http://gdmltest.u-ga.fr/item/1176995478/