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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 225–246
(Mi tvp1082)
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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
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
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https://www.mathnet.ru/eng/tvp1082 https://www.mathnet.ru/eng/tvp/v25/i2/p225
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