{"title":"On Khinchin’s Theorem about the Special Role of the Gaussian Distribution","authors":"L. A. Khachatryan","doi":"10.3103/s1068362323060031","DOIUrl":null,"url":null,"abstract":"<h3 data-test=\"abstract-sub-heading\">Abstract</h3><p>The purpose of this note is to recall one remarkable theorem of Khinchin about the special role of the Gaussian distribution. This theorem allows us to give a new interpretation of the Lindeberg condition: it guarantees the uniform integrability of the squares of normed sums of random variables and, thus, the passage to the limit under the expectation sign. The latter provides a simple proof of the central limit theorem for independent random variables.</p>","PeriodicalId":54854,"journal":{"name":"Journal of Contemporary Mathematical Analysis-Armenian Academy of Sciences","volume":"95 1","pages":""},"PeriodicalIF":0.3000,"publicationDate":"2023-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Contemporary Mathematical Analysis-Armenian Academy of Sciences","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3103/s1068362323060031","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
The purpose of this note is to recall one remarkable theorem of Khinchin about the special role of the Gaussian distribution. This theorem allows us to give a new interpretation of the Lindeberg condition: it guarantees the uniform integrability of the squares of normed sums of random variables and, thus, the passage to the limit under the expectation sign. The latter provides a simple proof of the central limit theorem for independent random variables.
期刊介绍：
Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences) is an outlet for research stemming from the widely acclaimed Armenian school of theory of functions, this journal today continues the traditions of that school in the area of general analysis. A very prolific group of mathematicians in Yerevan contribute to this leading mathematics journal in the following fields: real and complex analysis; approximations; boundary value problems; integral and stochastic geometry; differential equations; probability; integral equations; algebra.
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