Abstract
We explore the asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.
Original language | English (US) |
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Pages (from-to) | 62-81 |
Number of pages | 20 |
Journal | Theory of Probability and its Applications |
Volume | 65 |
Issue number | 1 |
DOIs | |
State | Published - 2020 |
Bibliographical note
Funding Information:∗Received by the editors December 20, 2018. The research of the first author was partially supported by NSF grant DMS-1855575. Originally published in the Russian journal Teoriya Veroy-atnostei i ee Primeneniya, 65 (2020), pp. 79–102. https://doi.org/10.1137/S0040585X97T989829 †School of Mathematics, University of Minnesota, Minneapolis, MN 55455 ([email protected]. edu). ‡Department of Mathematics, University of Florida, Gainesville, FL 32611 (a.marsiglietti@ufl. edu).
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Keywords
- Central limit theorem
- Local limit theorem