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Zapiski Nauchnykh Seminarov POMI, 2019, Volume 486, Pages 71–85
(Mi znsl6884)
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This article is cited in 1 scientific paper (total in 1 paper)
Improved multivariate version of the second Kolmogorov's uniform limit theorem
F. Götzea, A. Yu. Zaitsevbc, D. Zaporozhetsbc a Bielefeld University, Department of Mathematics
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
c Saint Petersburg State University
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 infinitely divisible laws may be transferred to the estimation of the closeness of distributions on convex polyhedra.
Key words and phrases:
sums of independent random variables, closeness of successive convolutions, convex polyhedra, approximation, inequalities.
Received: 28.11.2019
Citation:
F. Götze, A. Yu. Zaitsev, D. Zaporozhets, “Improved multivariate version of the second Kolmogorov's uniform limit theorem”, Probability and statistics. Part 28, Zap. Nauchn. Sem. POMI, 486, POMI, St. Petersburg, 2019, 71–85
Linking options:
https://www.mathnet.ru/eng/znsl6884 https://www.mathnet.ru/eng/znsl/v486/p71
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Abstract page: | 138 | Full-text PDF : | 58 | References: | 21 |
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