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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 1, Pages 191–194 (Mi tvp835)  

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

Short Communications

On the speed of convergence in the multi-dimensional central limit theorem

V. V. Sazonov

V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Full-text PDF (699 kB) Citations (2)
Abstract: Estimates, which are uniform with respect to the class of convex sets, of the rate of convergence in the multi-dimensional central limit theorem for a sequence of identically distributed independent random variables with finite third moments are obtained. In the particular case corresponding to distribution functions a better estimate than that given by the general theorem is obtained. An example is constructed to show that the estimate obtained in this case, in some sence, cannot be improved
Received: 09.10.1967
English version:
Theory of Probability and its Applications, 1968, Volume 13, Pages 188–191
DOI: https://doi.org/10.1137/1113020
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. V. Sazonov, “On the speed of convergence in the multi-dimensional central limit theorem”, Teor. Veroyatnost. i Primenen., 13:1 (1968), 191–194; Theory Probab. Appl., 13 (1968), 188–191
Citation in format AMSBIB
\Bibitem{Saz68}
\by V.~V.~Sazonov
\paper On the speed of convergence in the multi-dimensional central limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1968
\vol 13
\issue 1
\pages 191--194
\mathnet{http://mi.mathnet.ru/tvp835}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=226715}
\zmath{https://zbmath.org/?q=an:0196.20801}
\transl
\jour Theory Probab. Appl.
\yr 1968
\vol 13
\pages 188--191
\crossref{https://doi.org/10.1137/1113020}
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  • https://www.mathnet.ru/eng/tvp/v13/i1/p191
  • 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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