Jessen–Wintner theorem
{{Short description|Mathematical theory}}
In mathematics, the Jessen–Wintner theorem, introduced by {{harvs|txt|last=Jessen|authorlink=Borge Jessen|last2=Wintner|author2-link=Aurel Wintner|year=1935}}, asserts that a random variable of Jessen–Wintner type, meaning the sum of an almost surely convergent series of independent discrete random variables, is of pure type.
References
- {{Citation | last1=Jessen | first1=Borge | last2=Wintner | first2=Aurel | title=Distribution Functions and the Riemann Zeta Function | jstor=1989728 | publisher=American Mathematical Society | location=Providence, R.I. | year=1935 | journal=Transactions of the American Mathematical Society | issn=0002-9947 | volume=38 | issue=1 | pages=48–88 | doi=10.2307/1989728| doi-access=free }}
- {{Citation | last=Sato | first=Ken-Iti | title=Lévy Processes and Infinitely Divisible Distributions | publisher=Cambridge University Press | year=1999 | isbn= 0521553024}}
{{DEFAULTSORT:Jessen-Wintner theorem}}
Category:Theorems in probability theory
{{probability-stub}}