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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 3, Pages 527–539
(Mi tvp3067)
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This article is cited in 2 scientific papers (total in 2 papers)
On estimates of the stability measure for decompositions of probability distributions into components
R. V. Januškevičius Vilnius
Abstract:
Let $\mathfrak G_m$ be the class of indecomposable probability laws with bounded spectrum $S(G)$ where
\begin{gather*}
m=\min(u,v),\ u=G(\{\inf S(G)\}),\ v=G(\{\sup S(G)\}),\\
G(\{x\})=G(x+0)-G(x).
\end{gather*}
If $G_1\ast G_2\in\mathfrak G_m$, $m>0$, $F_1$ has median 0 and if the uniform metric $\rho(F_1\ast F_2,G_1\ast G_2)\le\varepsilon$ then there exists a constant $\varepsilon_0=\varepsilon_0(G)>0$ such that
$$
\min\{\rho(F_1,G_1),\rho(F_1,G_2)\}\le(m-\sqrt{m^2-4\varepsilon})/2
$$
when $0\le\varepsilon\le\varepsilon_0$, and this estimate cannot be improved in the class $\mathfrak G_m$.
Received: 24.06.1977
Citation:
R. V. Januškevičius, “On estimates of the stability measure for decompositions of probability distributions into components”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 527–539; Theory Probab. Appl., 23:3 (1979), 507–520
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https://www.mathnet.ru/eng/tvp3067 https://www.mathnet.ru/eng/tvp/v23/i3/p527
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