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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 1978 Volume 23, Issue 4, Pages 627–640 (Mi mzm8174)

This article is cited in 1 paper

An estimate of the speed of convergence in the multidmensional central limit theorem without moment hypotheses

L. V. Rozovskii

Leningrad State University

Abstract: Let $X_1,\dots,X_n$ ($n\ge1$) be independent random vectors in $R_d$, $b$b be a vector in $R_d$. For an arbitrary Borel set $A\subset R_d$ we set
\begin{gather*} P_n(A)=P\{X_1+\dots+X_n-b\in A\}, \\ \Delta_n(A)=|P_n(a)-\Phi(A)|, \end{gather*}
where $\Phi(A)$ is the probability function of a standard normal vector in $R_d$. In this note are obtained estimates for $\Delta_n(A)$, where $A$ belongs to the class of convex Borel sets in $R_d$.

UDC: 519.2

Received: 21.12.1976


 English version:
Mathematical Notes, 1978, 23:4, 343–351

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