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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 152–156
(Mi tvp2478)
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This article is cited in 15 scientific papers (total in 15 papers)
Short Communications
Some characteristics of $n$-times convolutions of distributions
A. Yu. Zaĭcev Leningrad
Abstract:
Let $\mathfrak A$ be the set of symmetric distributions, $\mathfrak M$ – the set of distributions with the median zero, $F^n$ – $n$-times convolution of $F$ with itself, $E_0$ – the distribution corresponding
to the unit mass at 0. For $F,G\in\mathfrak M$ let us define
\begin{gather*}
|F-G|=\sup_x|f((-\infty,x])-G((-\infty,x])|,\\
\operatorname{exp}(n(F-E_0))=\sum_{s=0}^\infty e^{-n}\frac{n^s}{s!}F^s.
\end{gather*}
We prove that
\begin{gather*}
c_1n^{-1/2}\le\sup_{F\in\mathfrak M}|F^n-F^{n+1}|\le c_2n^{-1/2},\\
c_3n^{-1/2}\le\sup_{F\in\mathfrak A}|F^n-\operatorname{exp}(n(F-E_0))|\le c_4n^{-1/2}.
\end{gather*}
Received: 03.10.1978
Citation:
A. Yu. Zaǐcev, “Some characteristics of $n$-times convolutions of distributions”, Teor. Veroyatnost. i Primenen., 26:1 (1981), 152–156; Theory Probab. Appl., 26:1 (1981), 148–152
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