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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 109–119 (Mi tvp2979)  

This article is cited in 1 scientific paper (total in 1 paper)

On asymptotic behaviour of the remainder term in the central limit theorem

L. V. Rozovskiĭ

Leningrad
Full-text PDF (545 kB) Citations (1)
Abstract: Let $X_1,X_2,\dots$ be a sequence of independent identically distributed random variables with zero means and unit variances. Let $k_n$ be a sequence of natural numbers, $k_n\to\infty$, $k_{n+1}/k_n\to 1$ ($n\to\infty$),
$$ F_n(x)=\mathbf P\biggl\{\frac{1}{\sqrt{k_n}}\sum_{k=1}^{k_n}X_k<x\biggr\},\qquad \Phi(x)=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^x e^{-t^2/2}\,dt. $$
We study conditions under which
$$ F_n(x)=\Phi(x)+\frac{\Psi(x)+o(1)}{\mu_n}\qquad (n\to\infty) $$
uniformly in $x$, $-\infty<x<\infty$, where $\mu_n$ is a positive sequence such that $\mu_n\to\infty$, $\mu_n=o(k_n)$ ($n\to\infty$).
Received: 21.01.1976
English version:
Theory of Probability and its Applications, 1978, Volume 23, Issue 1, Pages 106–116
DOI: https://doi.org/10.1137/1123008
Bibliographic databases:
Language: Russian
Citation: L. V. Rozovskiǐ, “On asymptotic behaviour of the remainder term in the central limit theorem”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 109–119; Theory Probab. Appl., 23:1 (1978), 106–116
Citation in format AMSBIB
\Bibitem{Roz78}
\by L.~V.~Rozovski{\v\i}
\paper On asymptotic behaviour of the remainder term in the central limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 1
\pages 109--119
\mathnet{http://mi.mathnet.ru/tvp2979}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=486936}
\zmath{https://zbmath.org/?q=an:0423.60022|0382.60026}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 23
\issue 1
\pages 106--116
\crossref{https://doi.org/10.1137/1123008}
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  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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