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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 4, Pages 775–791 (Mi tvp3422)  

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 ξi, i=1,2,,n, be independent random variables with values in B and Eξi=0, Eξi3=0. Under some conditions on the space B, we estimate closeness between the distrubutions of the normalized sums B1nni=1ξi 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
English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 4, Pages 754–769
DOI: https://doi.org/10.1137/1121088
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Pau76}
\by V.~Paulauskas
\paper On the rate of convergence in the central limit theorem in some Banach spaces
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 4
\pages 775--791
\mathnet{http://mi.mathnet.ru/tvp3422}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=423455}
\zmath{https://zbmath.org/?q=an:0403.60007}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 4
\pages 754--769
\crossref{https://doi.org/10.1137/1121088}
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  • https://www.mathnet.ru/eng/tvp3422
  • https://www.mathnet.ru/eng/tvp/v21/i4/p775
    Erratum
    This publication is cited in the following 25 articles:
    1. Aniket Chakrabarti, Bortik Bandyopadhyay, Srinivasan Parthasarathy, Lecture Notes in Computer Science, 9852, Machine Learning and Knowledge Discovery in Databases, 2016, 641  crossref
    2. Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank J. Fabozzi, The Methods of Distances in the Theory of Probability and Statistics, 2013, 363  crossref
    3. M. S. Ermakov, “On large deviations of type II error probabilities of Kolmogorov and omega-squared tests”, J. Math. Sci. (N. Y.), 128:1 (2005), 2538–2555  mathnet  crossref  mathscinet  zmath
    4. Bentkus V., Gotze F., “Optimal bounds in non–Gaussian limit theorems for U–statistics”, Annals of Probability, 27:1 (1999), 454–521  crossref  mathscinet  zmath  isi
    5. Normal Approximation, 1998, 355  crossref
    6. V. I. Piterbarg, V. R. Fatalov, “The Laplace method for probability measures in Banach spaces”, Russian Math. Surveys, 50:6 (1995), 1151–1239  mathnet  crossref  mathscinet  zmath  adsnasa  isi
    7. Vidmantas Bentkus, Friedrich Götze, “On smoothness conditions and convergence rates in the CLT in Banach spaces”, Probab. Th. Rel. Fields, 96:2 (1993), 137  crossref
    8. V. Bentkus, K. Liubinskas, “Convergence rates of moments and related functionals in the invariance principle in Banach spaces”, Lith Math J, 31:2 (1992), 169  crossref
    9. M. Bloznelis, “On the distribution of the norm for a multidimensional Brownian bridge”, Lith Math J, 31:1 (1992), 19  crossref
    10. S. T. Rachev, J. E. Yukich, “Rates of convergence of ?-stable random motions”, J Theor Probab, 4:2 (1991), 333  crossref
    11. W. Linde, “Gaussian Measure of Translated Balls in a Banach space”, Theory Probab. Appl., 34:2 (1989), 307–317  mathnet  mathnet  crossref  isi
    12. V. Yu. Bentkus, “On large deviations in Banach spaces”, Theory Probab. Appl., 31:4 (1987), 627–632  mathnet  mathnet  crossref  isi
    13. WanSoo Rhee, Michel Talagrand, “Uniform convexity and the distribution of the norm for a Gaussian measure”, Probab. Th. Rel. Fields, 71:1 (1986), 59  crossref
    14. B. A. Zalesskiǐ, “On the rate of convergence on some class of sets in the central limit theorem in Hilbert space”, Theory Probab. Appl., 30:4 (1986), 702–711  mathnet  mathnet  crossref  isi
    15. S. V. Nagaev, “Speed of convergence to the normal law in Hilbert space”, Theory Probab. Appl., 30:1 (1986), 19–37  mathnet  mathnet  crossref  isi
    16. “Summary of reports presented at sessions of the probability and mathematical statistics seminar at the Mathematics Institute of the Siberian section of the USSR Academy of Sciences (October–December 1983)”, Theory Probab. Appl., 29:3 (1985), 628–633  mathnet  mathnet  crossref  isi
    17. L. V. Osipov, V. I. Rotar', “On an infinite-dimensional central limit theorem”, Theory Probab. Appl., 29:2 (1985), 375–383  mathnet  mathnet  crossref  isi
    18. Paul L. Butzer, Dietmar Schulz, ISNM 65: International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série internationale d'Analyse numérique, 65, Anniversary Volume on Approximation Theory and Functional Analysis, 1984, 567  crossref
    19. P.L Butzer, L Hahn, M.Th Roeckerath, “Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces”, Journal of Multivariate Analysis, 13:2 (1983), 287  crossref
    20. V. A. Dmitrovskiǐ, S. V. Ermakov, E. I. Ostrovskiǐ, “Central limit theorem for the Banach-valued weakly dependent random variables”, Theory Probab. Appl., 28:1 (1984), 89–104  mathnet  mathnet  crossref  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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