|
Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 4, Pages 810–820
(Mi tvp3361)
|
|
|
|
Asymptotic expansions in the central limit theorem
L. V. Rozovskii Leningrad
Abstract:
Let $x_1,x_2,\dots$ be a sequence of independent identically distributed random variables with zero means and unit variances. Put
$$
F_n(x)=\mathbf P\{(x_1+\dots+x_n)/\sqrt n<x\}.
$$
Conditions are given which are necessary and sufficient for the relation
$$
F_n(x)=\sum_{\nu=0}^{s-2}n^{-\nu/2}f_\nu(x)+O(\varepsilon_n),\quad n\to\infty,
$$
to hold uniformly in $x$, where $s\ge2$, the sequence $\varepsilon_n$ is such that
$$
\varepsilon_nn^{(s-2)/2}\to0,\quad\varepsilon_n\ge n^{-(s-1)/2},\quad n\to\infty,
$$
the functions $t_\nu(x)$ are independent of $n$ and satisfy some conditions at the origin.
We consider also local limit theorems.
Received: 16.07.1973
Citation:
L. V. Rozovskii, “Asymptotic expansions in the central limit theorem”, Teor. Veroyatnost. i Primenen., 20:4 (1975), 810–820; Theory Probab. Appl., 20:4 (1976), 782–793
Linking options:
https://www.mathnet.ru/eng/tvp3361 https://www.mathnet.ru/eng/tvp/v20/i4/p810
|
|