Abstract:
This paper considers sums of independent identically distributed random variables. We give an example
in which, under the unbounded growth of a number of summands, the probability densities $\tilde{p}_n(x)$ of fractional parts of these sums converge to 1 in the sense of
$$
\int_{0}^1\bigl|\tilde{p}_n(x)-1\bigr|\,dx\to 0,
$$
but they do not converge to 1 in the uniform metric
$$
\sup_{0\leq x\leq 1}\bigl|\tilde{p}_n(x)-1\bigr|.
$$
Keywords:fractional parts, random variables, uniform distributions, convergence “in variation”.