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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 3, Pages 566–568
(Mi tvp2388)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a stable limit distribution
A. S. Mal'kova, V. V. Ul'yanovb a Leningrad
b Moscow
Abstract:
Let $p_n(x)$ be a probability density function of normalized and centered sum of $n$ i. i. d. random variables belonging to the domain of attraction of the stable distribution $G$ of index $\alpha$, $0<\alpha\le 2$, $\alpha\ne 1$. Let $p(x)$ be a probability density function of $G$. It is proved that under certain conditions the relation
$$
\lim_{n\to\infty}|x|^\delta|p_n(x)-p(x)|=0,\qquad 0\le\delta<\alpha\ne 1,
$$
holds uniformly in $x$, $-\infty<x<\infty$.
Received: 18.09.1980
Citation:
A. S. Mal'kov, V. V. Ul'yanov, “On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a stable limit distribution”, Teor. Veroyatnost. i Primenen., 27:3 (1982), 566–568; Theory Probab. Appl., 27:3 (1983), 607–609
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https://www.mathnet.ru/eng/tvp2388 https://www.mathnet.ru/eng/tvp/v27/i3/p566
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