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| Авторизация |
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| Поиск по указателям |
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| Petrov V.V. — Sums of Independent Random Variables |
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| Предметный указатель |
 -Algebra of events 1
Absolute central moment 4
Absolute moment 4
Absolutely continuous 2
Almost certainly 264
Assymptotically uniformly distributed 194
Attraction 90
Berry — Esseen inequality 112
Binomial distribution 3
Borel — Cantelli field of events 1
Borel — Cantelli function 4
Borel — Cantelli lemma 263
Borel — Cantelli set 1
Central limit theorem 93
Central limit theorem, global form 125
Central moment 5
Characteristic exponent 91
Characteristic function 7
Characteristic function of binomial distribution 8
Characteristic function of normal distribution 8
Characteristic function of Poisson distribution 8
Characteristic function, Kolmogorov’s representation 32
Characteristic function, Levy — Khintchine representation 31
Characteristic function, Levy’s representation 32
Chebyshev — Hermite polynomial 137
Chebyshev’s inequality 5 18
Class  172
Class L 82
composition 6
Concentration function 38
Constancy in the limit 74
Convergence (of sequences of distributions), complete 14
Convergence (of sequences of random variables), almost certainly 264
Convergence in probability 16
Convergence, in variation 23
Convergence, strong 23
Convergence, weak 14
Convolution 6 7
Cramer series 220
Cramer series, generalized 220
Cramer’s condition 218
Cumulant 8
Cumulant generating function 219
de Moivre — Laplace theorem 187
density 33
distribution 2
Distribution function of a random variable 2
Distribution function of a random vector 6
Distribution, absolutely continuous 2
Distribution, binomial 3
Distribution, continuous 2
Distribution, degenerate 3
Distribution, discrete 2
Distribution, infinitely divisible 25
Distribution, lattice 2
Distribution, normal 3
Distribution, Poisson 3
Distribution, singular 2
Domain of attraction 90
Elementary events 1
Elementary events, space of 1
Esseen’s inequality 111
Events 1
Events, impossible 1
Events, mutually independent 6
Expectation 4
Fourier — Stieltjes transform 104
Growth point 3
Hajek — Renyir inequality (Theorem 13) 51
Holder’s Inequality 18
Independent events 6
| Independent random variables 6 7
Infinite smallness 63
Infinitely divisible 25
Infinitely often 263
Inversion formulae 12
k-sequence 189
Kolmogorov’s formula 32
Kolmogorov’s inequality (Theorem 14) 52
Kolmogorov’s theorem 292
Kronecker’s lemma 269
Lattice distribution 2
Law of Large Numbers, strong 269
Law of large numbers, weak 256
Law of the iterated logarithm 303
Lebesgue decomposition theorem 3
Levy’s formula 32
Levy’s formula, Khintchine formula 31
Levy’s metric 22
Limit of a sequence of sets 263
Lindeberg condition 100
Lindeberg ratio 101
Local limit theorem 188
Local theorem in strengthened form 189
Lower class 292
Lyapunov condition 102
Lyapunov’s inequality 18
Mean 4
Measurable function 1
Median 5
Mills ratio 227
Minkowski’s inequality 18
moment 4
Moment generating function 5
Moment, absolute 4
Moment, absolute central 5
Moment, central 5
Normal  distribution 3
Normal convergence 217
Normal convergence, zone of 217
Point 1
Point of growth 3
Poisson distribution 3
Possible value 2
Power zones 217
Probabilities of large deviations 217 218
probability 1
probability density 3
probability distribution 2
Probability function of a random variable 2
Probability function of a random vector 5
Probability measure 1
Probability space 1
Random variables 2
Random variables, independent 6 7
Random variables, symmetric 8
Random variables, symmetrized 8
Random vector 5
Slowly varying function 91
Span of a lattice distribution 2
Span of a lattice distribution, maximal 2
Spectral function 32
Spectrum of a distribution 3
Stable distribution 87
Stable sequence of random variables 256
Stable sequence of random variables, strongly 268
Strong convergence 233
Symmetrized random variable 8
Three-series theorem 266
Upper class 292
Variance 5
Weak convergence 14
Zone of normal convergence 217
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