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Zapiski Nauchnykh Seminarov LOMI, 1980, Volume 97, Pages 83–87
(Mi znsl3266)
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This article is cited in 10 scientific papers (total in 10 papers)
The estimation of proximity of distribution of sequential sums of independent identically distributed random vectors
A. Yu. Zaitsev
Abstract:
Let $F$ be a distribution on $\mathbb R^k$, $F_k^n$ – times convolution of $F$ with itself,
$\mathscr L^k=\{B\in\mathbb R^k,B=[a_1,b_1]\times\dots\times[a_k,b_k]\}$.
It is proved that
$$
\sup_{B\in\mathscr L^k}|F^{n+1}\{B\}-F^n\{B\}|\le\frac{c(F)}{\sqrt n},
$$
where $c(F)$ depends on some characteristics of $F$.
Citation:
A. Yu. Zaitsev, “The estimation of proximity of distribution of sequential sums of independent identically distributed random vectors”, Problems of the theory of probability distributions. Part VI, Zap. Nauchn. Sem. LOMI, 97, "Nauka", Leningrad. Otdel., Leningrad, 1980, 83–87; J. Soviet Math., 24:5 (1984), 536–539
Linking options:
https://www.mathnet.ru/eng/znsl3266 https://www.mathnet.ru/eng/znsl/v97/p83
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