The Class of Limit Laws for Stochastically Compact Normed Sums
The Class of Limit Laws for Stochastically Compact Normed Sums
Khintchine showed that every infinitely divisible law can be obtained as the limit of a subsequence of normed sums of independent, identically distributed random variables. Here we restrict the summands to be in a class which makes the normed sums stochastically compact, i.e. so that every subsequence has a further …