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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 4, Pages 744–761 (Mi tvp3109)  

This article is cited in 19 scientific papers (total in 19 papers)

On the accuracy of the remainder term estimation in the central limit theorem

L. V. Rozovskiĭ

Leningrad
Abstract: Let $X_1,\dots$ be a sequence of independent random variables with a common distribution function $V(x)$. Put
\begin{gather*} F_n(x)=\mathbf P\biggl\{\frac{1}{b_n}(X_1+\dots+X_n)-a_n<x\biggr\},\\ \Phi(x)=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^x e^{t^2/2}\,dt,\quad\Delta(b_n,a_n)=\sup_x|F_n(x)-\Phi(x)|,\\ \Delta_n=\inf_{a_n,b_n}\Delta(b_n,a_n) \end{gather*}
where $a_n$, $b_n$ ($b_n>0$) are sequences of real numbers.
The paper deals with questions of the accuracy in estimating $|F_n(x)-\Phi(x)|$ when $V(x)$ belongs to the domain of attraction of a normal law. In particular, necessary and sufficient conditions for
$$ \biggl(\sum_{n=1}^{\infty}(g(n)\Delta_n)^s\frac{1}{n}\biggr)^{1/s}<\infty,\qquad 1\le s\le\infty, $$
are obtained. (Here $g(x)$ is a function which satisfies some conditions.)
Received: 28.02.1977
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 4, Pages 712–730
DOI: https://doi.org/10.1137/1123088
Bibliographic databases:
Language: Russian
Citation: L. V. Rozovskiǐ, “On the accuracy of the remainder term estimation in the central limit theorem”, Teor. Veroyatnost. i Primenen., 23:4 (1978), 744–761; Theory Probab. Appl., 23:4 (1979), 712–730
Citation in format AMSBIB
\Bibitem{Roz78}
\by L.~V.~Rozovski{\v\i}
\paper On the accuracy of the remainder term estimation in the central limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 4
\pages 744--761
\mathnet{http://mi.mathnet.ru/tvp3109}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=516272}
\zmath{https://zbmath.org/?q=an:0421.60023|0388.60026}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 4
\pages 712--730
\crossref{https://doi.org/10.1137/1123088}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1978JA77700004}
Linking options:
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  • https://www.mathnet.ru/eng/tvp/v23/i4/p744
  • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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