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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1980 Volume 25, Issue 2, Pages 225–246 (Mi tvp1082)

This article is cited in 38 papers

On the approximation by the accompanying laws of $n$-fold convolutions of distributions with nonnegative characteristic functions

T. V. Arak

Tallinn

Abstract: Let $F$ be a probability distribution on $R$ having nonnegative characteristic function and let $E$ be the distribution with the unit mass at the origin. It is proved that
$$ \sup_x|F^n([x,x+h))-e^{n(F-E)}([x,x+h))| \le C\gamma_h^{1/3}(|{\ln\gamma_h}|+1)^{13/3}n^{-1} $$
for any natural number $n$ and $h>0$. Here $C$ is an absolute constant and $\gamma_h$ denotes the value of the concentration function of the distribution $e^{n(F-E)}$ at the point $h$.

Received: 30.11.1978


 English version:
Theory of Probability and its Applications, 1981, 25:2, 221–243

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