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On Sums of Independent Random Variables

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Selected Works of A. N. Kolmogorov

Part of the book series: Mathematics and Its Applications (Soviet Series) ((MASS,volume 26))

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Abstract

P(A) denotes the probability of an event A;

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‘Über die Summen durch den Zufall bestimmter unabhängiger Grössen’, Math. Ann. 99 (1928), 309-319; Bemerkungen … — Math. Ann. 102 (1929), 484-488.

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Notes

  1. This definition is due to A.Ya. Khinchin.

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  2. The ‘only if’ part is trivial and follows from the fact that the definition of normal stability makes sense only if the expectation exists.

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Authors

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A. N. Shiryayev

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© 1992 Springer Science+Business Media Dordrecht

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Shiryayev, A.N. (1992). On Sums of Independent Random Variables. In: Shiryayev, A.N. (eds) Selected Works of A. N. Kolmogorov. Mathematics and Its Applications (Soviet Series), vol 26. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-2260-3_4

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  • DOI: https://doi.org/10.1007/978-94-011-2260-3_4

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-5003-6

  • Online ISBN: 978-94-011-2260-3

  • eBook Packages: Springer Book Archive

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