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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 4, Pages 775–791
(Mi tvp3422)
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This article is cited in 25 scientific papers (total in 25 papers)
On the rate of convergence in the central limit theorem in some Banach spaces
V. Paulauskas V. Kapsukas Vilnius State University
Abstract:
Let $B$ be a real separable Banach space and $\xi_i$, $i=1,2,\dots,n$, be independent random variables with values in $B$ and $\mathbf E\xi_i=0$, $\mathbf E\|\xi_i\|^3=0$. Under some conditions on the space $B$, we estimate closeness between the distrubutions of the normalized sums $\displaystyle B_n^{-1}\sum_{i=1}^n\xi_i$ and Gaussian distributions on $B$. In Theorem 1, a general estimate is given. In Theorem 2, when the summands are identically distributed, a better estimate is obtained. It is worth mentioning that, even in the case of a real separable Hilbert space, this estimate is new.
Received: 27.02.1975
Citation:
V. Paulauskas, “On the rate of convergence in the central limit theorem in some Banach spaces”, Teor. Veroyatnost. i Primenen., 21:4 (1976), 775–791; Theory Probab. Appl., 21:4 (1977), 754–769
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Abstract page: | 268 | Full-text PDF : | 112 |
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