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This article is cited in 2 scientific papers (total in 2 papers)
On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem
F. Götzea, A. Yu. Zaitsevbc a Fakultät für Mathematik, Universität Bielefeld, Bielefeld, Germany
b St. Petersburg Department of V. A. Steklov Institute of Mathematics, USSR Academy of Sciences
c Saint Petersburg State University
Abstract:
The aim of the present work is to show that our recent results
on the approximation of distributions of sums of independent summands by
the infinitely divisible laws on convex polyhedra can be obtained via an alternative class of approximating infinitely divisible distributions.
We will also generalize the results to the infinite-dimensional case.
Keywords:
Kolmogorov's uniform limit theorem, multidimensional distribution, infinitely divisible approximation, convex polyhedra.
Received: 04.06.2020 Revised: 09.02.2021 Accepted: 01.12.2020
Citation:
F. Götze, A. Yu. Zaitsev, “On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem”, Teor. Veroyatnost. i Primenen., 67:1 (2022), 3–22; Theory Probab. Appl., 67:1 (2022), 1–16
Linking options:
https://www.mathnet.ru/eng/tvp5416https://doi.org/10.4213/tvp5416 https://www.mathnet.ru/eng/tvp/v67/i1/p3
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Abstract page: | 346 | Full-text PDF : | 70 | References: | 62 | First page: | 14 |
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