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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 1, Pages 109–121 (Mi tvp2684)  

This article is cited in 15 scientific papers (total in 15 papers)

On strengthening of Lyapunov type estimates (the case when summands distributions are close to the normal one)

S. V. Nagaeva, V. I. Rotar'b

a Novosibirsk
b Moscow
Abstract: Let $\{X_j\}_{j=1}^n$ be a sequence of independent random variables. Put
\begin{gather*} \mathbf MX_j=0,\quad\mathbf MX_j^2=\sigma_j^2,\quad B^2=\sum_{j=1}^n\sigma_j^2,\quad C=\sum_{j=1}^n\sigma_j^3; \\ \nu_j=3\int_{-\infty}^\infty x^2|F_j(x)-\Phi(x/\sigma_j)|\,dx \end{gather*}
where $F_j(x)=\mathbf P\{X_j<x\}$, $\Phi(x)=(2\pi)^{-1/2}\int_{-\infty}^xe^{u^2/2}\,du$. Let
$$ \Lambda=\sum_{j=1}^n\nu_j,\quad\delta=\sup_x\biggl|\mathbf P\biggl\{\sum_{j=1}^nX_j<Bx\biggr\}-\Phi(x)\biggr|. $$
In the paper, some estimates of $\delta$ are obtained. The simpliest consequence from these estimates is the following:
$$ \delta\le L\max\biggl\{\frac\Lambda{B^3};\biggl(\frac{\Lambda}{B^3}\biggr)^{1/4}\biggl(\frac C{B^3}\biggr)^{3/4}\biggr\} $$
where $L$ is an absolute constant.
Received: 04.03.1971
English version:
Theory of Probability and its Applications, 1973, Volume 18, Issue 1, Pages 107–119
DOI: https://doi.org/10.1137/1118008
Bibliographic databases:
Language: Russian
Citation: S. V. Nagaev, V. I. Rotar', “On strengthening of Lyapunov type estimates (the case when summands distributions are close to the normal one)”, Teor. Veroyatnost. i Primenen., 18:1 (1973), 109–121; Theory Probab. Appl., 18:1 (1973), 107–119
Citation in format AMSBIB
\Bibitem{NagRot73}
\by S.~V.~Nagaev, V.~I.~Rotar'
\paper On strengthening of Lyapunov type estimates (the case when summands distributions are close to the normal one)
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 1
\pages 109--121
\mathnet{http://mi.mathnet.ru/tvp2684}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=324757}
\zmath{https://zbmath.org/?q=an:0284.60016}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 18
\issue 1
\pages 107--119
\crossref{https://doi.org/10.1137/1118008}
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  • https://www.mathnet.ru/eng/tvp2684
  • https://www.mathnet.ru/eng/tvp/v18/i1/p109
    Remarks
    This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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