|
|
Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 4, Pages 738–742
(Mi tvp931)
|
|
|
|
This article is cited in 17 scientific papers (total in 17 papers)
Short Communications
On the problem of the stability of the decomposition of the normal law into components
V. M. Zolotarev V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
The following theorem is proved: Let $\Phi$ be the distribution function of $N(0,1)$, $L$ the Levy metric and $F=F_1*F_2$ a distribution function such that
$$
L(F,\Phi)\le\varepsilon<1.
$$
Then, there can be found a normal distribution $\Phi_1$ such that
$$
C_1\biggl(\log\frac1\varepsilon\biggr)^{-1/2}<L(F_1,\Phi_1)<C_2\biggl(\log\frac1\varepsilon\biggr)^{-1/11},
$$
where $C_1$ and $C_2$ are positive constants.
Received: 12.03.1968
Citation:
V. M. Zolotarev, “On the problem of the stability of the decomposition of the normal law into components”, Teor. Veroyatnost. i Primenen., 13:4 (1968), 738–742; Theory Probab. Appl., 13:4 (1968), 697–700
Linking options:
https://www.mathnet.ru/eng/tvp931 https://www.mathnet.ru/eng/tvp/v13/i4/p738
|
|