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Teoriya Veroyatnostei i ee Primeneniya, 1960, Volume 5, Issue 1, Pages 103–113 (Mi tvp4816)  

This article is cited in 17 scientific papers (total in 17 papers)

Short Communications

On a Uniform Limit Theorem of A. N. Kolmogorov

Yu. V. Prokhorov

V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract: Let $\xi_1,\xi_2,\dots,\xi_n,\dots$ be a sequence of independent identically distributed random variables. Put $F(x)=\mathbf P\left\{{\xi_j<x}\right\}$, $F^n(x)=\mathbf P\left\{{\xi_1+\cdots+\xi_n<x} \right\}$ and
$$\psi(n)=\sup\limits_f\inf\limits_{G\in\mathfrak G}\sup\limits_x\left|{F^n(x)-G(x)}\right|,$$
where $\mathfrak{G}$ is a set of all infinitely divisible laws.
Then, there exist two absolute constants $C'$ and $C''$ such that
$$C'n^{-1}(\log n)^{-1}<\psi(n)< C''n^{-1/3}(\log n )^2.$$
The right-hand inequality $(*)$ is an improvement of Kolmogorov’s estimate [8]: $\psi(n)< C''n^{-1/5}.$
Received: 16.10.1959
English version:
Theory of Probability and its Applications, 1960, Volume 5, Issue 1, Pages 98–106
DOI: https://doi.org/10.1137/1105008
Document Type: Article
Language: Russian
Citation: Yu. V. Prokhorov, “On a Uniform Limit Theorem of A. N. Kolmogorov”, Teor. Veroyatnost. i Primenen., 5:1 (1960), 103–113; Theory Probab. Appl., 5:1 (1960), 98–106
Citation in format AMSBIB
\Bibitem{Pro60}
\by Yu.~V.~Prokhorov
\paper On a Uniform Limit Theorem of A. N. Kolmogorov
\jour Teor. Veroyatnost. i Primenen.
\yr 1960
\vol 5
\issue 1
\pages 103--113
\mathnet{http://mi.mathnet.ru/tvp4816}
\transl
\jour Theory Probab. Appl.
\yr 1960
\vol 5
\issue 1
\pages 98--106
\crossref{https://doi.org/10.1137/1105008}
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  • This publication is cited in the following 17 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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