The ‘smoothness’ of distributions can be understood in various senses, this is why we used quotation marks before; further we will drop them. The smoothness can be understood as the differentiability of the distribution function, boundedness of some of its derivatives, the existence of the absolutely continuous component, the decrease of the characteristic function with a certain rate, the validity of the Cramér condition, the condition 𝜎(𝛷)→0 as n→∞, etc.