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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 4, Pages 741–758
(Mi tvp3420)
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This article is cited in 54 scientific papers (total in 54 papers)
Approximation of the distribution of sums of independent variables with values in infinite-dimensional spaces
V. M. Zolotarev Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
The problem under consideration is to estimate the distance, with respect to a chosen metric $\mu$, between two linear combinations $\displaystyle X=\sum_jc_jX_j$ and $\displaystyle Y=\sum_jc_jY_j$ of independent random variables with values in a Banach space $U$.
General results of this paper enable, in particular, to effectively estimate the accuracy of approximation of the distributions of normalized sums of independent random $U$-valued variables by a normal law.
When choosing $\mu$ in an appropriate way, one obtains estimates quite analogous to those known in the simplest case $U=R^1$.
Received: 26.02.1976
Citation:
V. M. Zolotarev, “Approximation of the distribution of sums of independent variables with values in infinite-dimensional spaces”, Teor. Veroyatnost. i Primenen., 21:4 (1976), 741–758; Theory Probab. Appl., 21:4 (1977), 721–737
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