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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 135–141 (Mi znsl3698)  

This article is cited in 11 scientific papers (total in 11 papers)

Approximation of convolutions by accompanying laws under the existence of moment of low orders

A. Yu. Zaitsev

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract: It is shown that if a one-dimensional distribution $F$ has finite moment of the order $1+\beta$ for some $\beta$, $\frac12\le\beta\le1$, then the rate of approximation of the $n$-fold convolution $F^n$ by accompanying laws is $O(n^{-\frac12})$. Moreover, if, in addition, $\mathbf E\xi^2=\infty$, $\frac12<\beta<1$, then this rate of approximation is $o(n^{-\frac12})$. The question about the true rate of approximation of $F^n$ by infinitely divisible and accompanying laws is discussed. Bibl. 27 titles.
Received: 23.12.1995
English version:
Journal of Mathematical Sciences (New York), 1999, Volume 93, Issue 3, Pages 336–340
DOI: https://doi.org/10.1007/BF02364817
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. Yu. Zaitsev, “Approximation of convolutions by accompanying laws under the existence of moment of low orders”, Probability and statistics. Part 1, Zap. Nauchn. Sem. POMI, 228, POMI, St. Petersburg, 1996, 135–141; J. Math. Sci. (New York), 93:3 (1999), 336–340
Citation in format AMSBIB
\Bibitem{Zai96}
\by A.~Yu.~Zaitsev
\paper Approximation of convolutions by accompanying laws under the existence of moment of low orders
\inbook Probability and statistics. Part~1
\serial Zap. Nauchn. Sem. POMI
\yr 1996
\vol 228
\pages 135--141
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3698}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1449852}
\zmath{https://zbmath.org/?q=an:0930.60003}
\transl
\jour J. Math. Sci. (New York)
\yr 1999
\vol 93
\issue 3
\pages 336--340
\crossref{https://doi.org/10.1007/BF02364817}
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  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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