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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 765–767
(Mi tvp2365)
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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
On a uniform bound for the rate of convergence in the multidi mensional local limit theorem for densities
T. L. Shervašidze Tbilisi
Abstract:
Let $\{Xi\}$, $i\ge1$, be independent random vectors in $R^k$ with bounded densities $p_i(x)\le A_i<\infty$, such that $\mathbf EX_i=0$, $\mathbf E|X_i|^3=\beta_i<\infty$. If we denote $\sigma_i^2=\mathbf E|X_i|^2$, $B_n^2=\sum_{i=1}^n\sigma_i^2$, $K_n$ а matrix such that $Y_n=K_n\sum_{i=1}^nX_i$ has a unit covariance matrix, $u_n(x)$ and $\varphi(x)$ the densities of $Y_n$ and $k$-dimensional standard normal distribution respectively, then, under the assumptions (4) and (5), the relation (6) is true.
Received: 12.10.1971
Citation:
T. L. Shervašidze, “On a uniform bound for the rate of convergence in the multidi mensional local limit theorem for densities”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 765–767; Theory Probab. Appl., 16:4 (1971), 741–743
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https://www.mathnet.ru/eng/tvp2365 https://www.mathnet.ru/eng/tvp/v16/i4/p765
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Abstract page: | 173 | Full-text PDF : | 78 |
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