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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 225–246 (Mi tvp1082)  

This article is cited in 38 scientific papers (total in 38 papers)

On the approximation by the accompanying laws of $n$-fold convolutions of distributions with nonnegative characteristic functions

T. V. Arak

Tallinn
Abstract: Let $F$ be a probability distribution on $R$ having nonnegative characteristic function and let $E$ be the distribution with the unit mass at the origin. It is proved that
$$ \sup_x|F^n([x,x+h))-e^{n(F-E)}([x,x+h))| \le C\gamma_h^{1/3}(|{\ln\gamma_h}|+1)^{13/3}n^{-1} $$
for any natural number $n$ and $h>0$. Here $C$ is an absolute constant and $\gamma_h$ denotes the value of the concentration function of the distribution $e^{n(F-E)}$ at the point $h$.
Received: 30.11.1978
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 2, Pages 221–243
DOI: https://doi.org/10.1137/1125033
Bibliographic databases:
Language: Russian
Citation: T. V. Arak, “On the approximation by the accompanying laws of $n$-fold convolutions of distributions with nonnegative characteristic functions”, Teor. Veroyatnost. i Primenen., 25:2 (1980), 225–246; Theory Probab. Appl., 25:2 (1981), 221–243
Citation in format AMSBIB
\Bibitem{Ara80}
\by T.~V.~Arak
\paper On the approximation by the accompanying laws of $n$-fold convolutions
of distributions with nonnegative characteristic functions
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 2
\pages 225--246
\mathnet{http://mi.mathnet.ru/tvp1082}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=572558}
\zmath{https://zbmath.org/?q=an:0456.60012|0444.60015}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 2
\pages 221--243
\crossref{https://doi.org/10.1137/1125033}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LU72000001}
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  • https://www.mathnet.ru/eng/tvp/v25/i2/p225
  • This publication is cited in the following 38 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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