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Совместный общематематический семинар СПбГУ и Пекинского Университета
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Estimates of the proximity of successive convolutions of the probability distributions on the convex sets and in the Prokhorov distance A. Yu. Zaitsev St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences |
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Аннотация: Let $$\rho(F,G) = \sup_A |F\{A\} - G\{A\}|,$$ where the supremum is taken over all convex subsets of $$\rho(F^n, F^{n+1})\leq \frac{c(F)}{\sqrt n}$$ for any natural $$\rho(F^n, F^{n+1}) = 1.$$ A similar result is obtained for the Prokhorov distance between distributions normalized by the square root of Язык доклада: английский |