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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 4, Pages 675–688 (Mi tvp3619)  

This article is cited in 2 scientific papers (total in 2 papers)

On approximation of convolutions by normal laws

V. V. Yurinskiĭ

Novočerkassk
Abstract: Let $F_n$ be the distribution of $\xi_1+\dots+\xi_n$, where $\xi_i$ are independent random vectors with values in $R^k$; $G_n$ is the Gaussian distribution in $R^k$ with mean and covariances equal to those of $F_n$. Let $\mathfrak L_{\Pi}(F,G)$ be the Lévy–Prokhorov distance between $k$-dimensional distributions defined according to the norm $|\cdot|$ in $R^k$.
The main result of the paper is the following
Theorem 1.{\it If $|\xi_i-\mathbf E\xi_i|\le\nu$ with probability $1$ and for all $t\in R^k$
$$ \mathbf E(\xi_1+\dots+\xi_n-\mathbf E(\xi_1+\dots+\xi_n),t)^2\le(t,t), $$
then, for $\nu<1$,
$$ \mathfrak L_{\Pi}(F_n,G_n)\le c\nu\biggl(\ln\frac{1}{\nu}\biggr)^3 $$
where the constant $c$ depends on the dimension $k$ and on the choice of the norm $|\cdot|$ but not on characteristics of $F_n$ or $G_n$.}
Received: 06.04.1976
English version:
Theory of Probability and its Applications, 1978, Volume 22, Issue 4, Pages 653–667
DOI: https://doi.org/10.1137/1122081
Bibliographic databases:
Language: Russian
Citation: V. V. Yurinskiǐ, “On approximation of convolutions by normal laws”, Teor. Veroyatnost. i Primenen., 22:4 (1977), 675–688; Theory Probab. Appl., 22:4 (1978), 653–667
Citation in format AMSBIB
\Bibitem{Yur77}
\by V.~V.~Yurinski{\v\i}
\paper On approximation of convolutions by normal laws
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 4
\pages 675--688
\mathnet{http://mi.mathnet.ru/tvp3619}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=517494}
\zmath{https://zbmath.org/?q=an:0399.60022}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 22
\issue 4
\pages 653--667
\crossref{https://doi.org/10.1137/1122081}
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  • https://www.mathnet.ru/eng/tvp/v22/i4/p675
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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