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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 135–141
(Mi znsl3698)
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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
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
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https://www.mathnet.ru/eng/znsl3698 https://www.mathnet.ru/eng/znsl/v228/p135
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Abstract page: | 162 | Full-text PDF : | 59 |
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