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Teoriya Veroyatnostei i ee Primeneniya, 1977, Volume 22, Issue 4, Pages 897–900 (Mi tvp3641)  

This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

A multidimensional generalization of Esseen's inequality for distribution functions

N. G. Gamkrelidze

Tbilisi
Full-text PDF (492 kB) Citations (5)
Abstract: Let $\xi$ and $\eta$ be $s$-dimensional random vectors with distribution functions $F(x)$, $G(x)$ and characteristic functions $f(t)$, $g(t)$ respectively.
Theorem. {\it For arbitrary $T>0$,
$$ \sup_x|F(x)-G(x)|\le 2\biggl[\frac{1}{(2\pi)^s}\int_{-T}^T|\Delta(t)|\,dt+ \sum_{k=1}^{s-1}\frac{1}{(2\pi)^{s-k}}\sum_{i(k)}\int_{-T}^T|\Delta_{i(k)}(t)|\,dt\biggr]+\frac{A}{T}C(s), $$
where
$$ C(s)=\frac{24\ln 2}{\pi}+\frac{8s^{1/3}}{(2\pi\ln4/3)^{1/3}},\qquad A=\sup_x\frac{\partial G}{\partial x_1}+\dots+\sup_x\frac{\partial G}{\partial x_s} $$
and $\Delta(t)$, $\Delta_{i(k)}(t)$ are defined by} (3), $i(k)=\{i_1,\dots,i_k\}$ is an ordered sample from the sequence $(1,\dots,s)$.
Received: 12.08.1976
English version:
Theory of Probability and its Applications, 1978, Volume 22, Issue 4, Pages 877–880
DOI: https://doi.org/10.1137/1122103
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. G. Gamkrelidze, “A multidimensional generalization of Esseen's inequality for distribution functions”, Teor. Veroyatnost. i Primenen., 22:4 (1977), 897–900; Theory Probab. Appl., 22:4 (1978), 877–880
Citation in format AMSBIB
\Bibitem{Gam77}
\by N.~G.~Gamkrelidze
\paper A multidimensional generalization of Esseen's inequality for distribution functions
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 4
\pages 897--900
\mathnet{http://mi.mathnet.ru/tvp3641}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=458538}
\zmath{https://zbmath.org/?q=an:0395.60020}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 22
\issue 4
\pages 877--880
\crossref{https://doi.org/10.1137/1122103}
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  • https://www.mathnet.ru/eng/tvp/v22/i4/p897
  • This publication is cited in the following 5 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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