Asymptotic laws of summands I: square integrable independent random variables

Abstract

This paper is part of series on self-contained papers in which a large part, if not the full extent, of the asymptotic limit theory of summands of independent random variables is exposed. Each paper of the series may be taken as review exposition but specially as a complete exposition expect a few exterior resources. For graduate students and for researchers (beginners or advanced), any paper of the series should be considered as a basis for constructing new results. The contents are taken from advanced books but the organization and the proofs use more recent tools, are given in more details and do not systematically follow previous one. Sometimes, theorems are completed and innovated