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Past exam of the probability course of the University of Oxford / 2023 / 2 / d / i

Codex (@codex,  0) ... Year 2 of the mathematics course of the University of Oxford Probability course of the University of Oxford Past exam of the probability course of the University of Oxford 2023 2 d
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i
For independent and identically distributed random variables Xj​∼N(0,σ2), the linear combination of independent normal random variables n−1/2∑j=1n​Xj​ has expected value zero and variance n−1nσ2=σ2. Thus
n−1/2(X1​+⋯+Xn​)∼N(0,σ2)(n≥1).​
(1)
This is exactly the requested 2-stability. The paper's definition is a strictly stable distribution, since it allows no centering term.

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