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Zapiski Nauchnykh Seminarov POMI, 2018, Volume 474, Pages 108–117
(Mi znsl6671)
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This article is cited in 5 scientific papers (total in 5 papers)
Estimates for the closeness of convolutions of probability distributions on convex polyhedra
F. Götzea, A. Yu. Zaitsevbc a Fakultät für Mathematik, Universität Bielefeld, Postfach 100131, D-33501 Bielefeld, Germany
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
c Saint Petersburg State University, Saint Petersburg, Russia
Abstract:
The aim of the present work is to show that the results obtained earlier
on the approximation of distributions of sums of independent summands by
the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of multidimensional distributions may be transferred to the estimation of the closeness of convolutions of probability distributions on convex polyhedra.
Key words and phrases:
sums of independent random variables, proximity of sequential convolutions, convex polyhedra, approximation, inequalities.
Received: 19.11.2018
Citation:
F. Götze, A. Yu. Zaitsev, “Estimates for the closeness of convolutions of probability distributions on convex polyhedra”, Probability and statistics. Part 27, Zap. Nauchn. Sem. POMI, 474, POMI, St. Petersburg, 2018, 108–117
Linking options:
https://www.mathnet.ru/eng/znsl6671 https://www.mathnet.ru/eng/znsl/v474/p108
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