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On integro-local CLT for sums of independent random vectors
L. V. Rozovskii Saint-Petersburg Chemical-Pharmaceutical Academy
Abstract:
The remainder term in the integro-local version of the multidimensional central limit theorem for a sum of
independent random vectors
is studied with due account of asymptotic expansions. It is assumed that the distribution of this sum can be
absolutely continuous and/or lattice in some coordinates.
Keywords:
central limit theorem, independent random vectors, lattice random vectors, volume of a Borel set, asymptotic expansions.
Received: 30.01.2019 Accepted: 12.02.2019
Citation:
L. V. Rozovskii, “On integro-local CLT for sums of independent random vectors”, Teor. Veroyatnost. i Primenen., 64:4 (2019), 707–724; Theory Probab. Appl., 64:4 (2020), 564–578
Linking options:
https://www.mathnet.ru/eng/tvp5288https://doi.org/10.4213/tvp5288 https://www.mathnet.ru/eng/tvp/v64/i4/p707
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