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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 515, Pages 83–90 (Mi znsl7256)  

On the accuracy of infinitely divisible approximation of $n$-fold convolutions of probability distributions

Ya. S. Golikovaab, A. Yu. Zaitsevbc

a Baltic State Technical University, St. Petersburg
b Saint Petersburg State University
c St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
References:
Abstract: Applying the results of Zaitsev (1987) to specific symmetric distributions with slowly decreasing power tails, we obtained power estimates for the accuracy of the infinitely divisible approximation of the distributions of sums of $n$ i.i.d. random variables of the form $O(n^{-1+\varepsilon})$ with $\varepsilon$ arbitrarily close to zero.
Key words and phrases: sums of independent random variables, infinitely divisible and compound Poisson approximation, estimation of the rate of approximation, concentration functions, inequalities.
Funding agency Grant number
Russian Foundation for Basic Research 20-51-12004_ННИО_а
Received: 31.10.2022
Document Type: Article
UDC: 519.2
Language: Russian
Citation: Ya. S. Golikova, A. Yu. Zaitsev, “On the accuracy of infinitely divisible approximation of $n$-fold convolutions of probability distributions”, Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, POMI, St. Petersburg, 2022, 83–90
Citation in format AMSBIB
\Bibitem{GolZai22}
\by Ya.~S.~Golikova, A.~Yu.~Zaitsev
\paper On the accuracy of infinitely divisible approximation of $n$-fold convolutions of probability distributions
\inbook Probability and statistics. Part~33
\serial Zap. Nauchn. Sem. POMI
\yr 2022
\vol 515
\pages 83--90
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7256}
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