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, E‖ξi‖3=0. Under some conditions on the space B, we estimate closeness between the distrubutions of the normalized sums B−1nn∑i=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.
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
\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}
Linking options:
https://www.mathnet.ru/eng/tvp3422
https://www.mathnet.ru/eng/tvp/v21/i4/p775
Erratum
Letter to the editors V. I. Paulauskas Teor. Veroyatnost. i Primenen., 1978, 23:2, 477
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