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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 3, Pages 621–624
(Mi tvp2650)
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Short Communications
Some estimates of the accuracy of approximation in the multidimensional central limit theorem
I. S. Šiganov Moscow
Abstract:
The paper contains some estimates of the remainder term in the central limit theorem for the case of general Banach space and for its particular case $R_m$ ($m\le 5$). In the case of general Banach space the special metrics $\lambda_k$ are used, which are defined by means of characteristic functions. In the case of $R_m$ ($m\le 5$) we use the well-known Levy–Prohorov metrics.
Received: 12.03.1979
Citation:
I. S. Šiganov, “Some estimates of the accuracy of approximation in the multidimensional central limit theorem”, Teor. Veroyatnost. i Primenen., 24:3 (1979), 621–624; Theory Probab. Appl., 24:3 (1980), 626–629
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https://www.mathnet.ru/eng/tvp2650 https://www.mathnet.ru/eng/tvp/v24/i3/p621
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Abstract page: | 131 | Full-text PDF : | 70 |
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