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Main Authors: Shmyrov, Alexander, Shmyrov, Vasily
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2501.16963
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author Shmyrov, Alexander
Shmyrov, Vasily
author_facet Shmyrov, Alexander
Shmyrov, Vasily
contents A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from consideration. The condition of uniform convergence is imposed on the improper integrals defining the variances. Under the conditions of non-singularity and uniform convergence, the central limit theorem is valid if and only if the total variance increases indefinitely.
format Preprint
id arxiv_https___arxiv_org_abs_2501_16963
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On a formulation of the central limit theorem
Shmyrov, Alexander
Shmyrov, Vasily
Probability
60F05
G.3
A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from consideration. The condition of uniform convergence is imposed on the improper integrals defining the variances. Under the conditions of non-singularity and uniform convergence, the central limit theorem is valid if and only if the total variance increases indefinitely.
title On a formulation of the central limit theorem
topic Probability
60F05
G.3
url https://arxiv.org/abs/2501.16963