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- W2066181036 abstract "In a 1957 paper F. Spitzer published, among other things, one estimate of the distribution function of sums of independent symmetric random variables with a common absolutely continuous distribution. This estimation was constructed with the help of one identity for the distribution of a sum of the above-mentioned random variables, the proof of which was not given. In this paper we prove the Spitzer identity for any independent random variables, and by using it we construct an estimate of the distribution of a sum of independent identically distributed random variables. The Spitzer estimate can be derived as a particular case of the proposed estimation." @default.
- W2066181036 created "2016-06-24" @default.
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- W2066181036 date "2014-01-01" @default.
- W2066181036 modified "2023-10-18" @default.
- W2066181036 title "On One Identity for Distribution of Sums of Independent Random Variables" @default.
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- W2066181036 doi "https://doi.org/10.1137/s0040585x97986576" @default.
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