RUS  ENG
Full version
JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2006 Volume 79, Issue 4, Pages 505–521 (Mi mzm2721)

This article is cited in 14 papers

Integro-local theorems for sums of independent random vectors in the series scheme

A. A. Borovkov, A. A. Mogul'skii

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Abstract: Let $S(n)=\xi(1)+\dots+\xi(n)$ be a sum of independent random vectors $\xi(i)=\xi_{(n)}(i)$ with general distribution depending on a parameter $n$. We find sufficient conditions for the uniform version of the integro-local Stone theorem to hold for the asymptotics of the probability $\mathsf P(S(n)\in\Delta[x))$, where $\Delta[x)$ is a cube with edge $\Delta$ and vertex at a point $x$.

UDC: 519.214

Received: 20.05.2004
Revised: 05.09.2005

DOI: 10.4213/mzm2721


 English version:
Mathematical Notes, 2006, 79:4, 468–482

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024