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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1982 Volume 27, Issue 3, Pages 566–568 (Mi tvp2388)

This article is cited in 1 paper

Short Communications

On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a stable limit distribution

A. S. Mal'kova, V. V. Ul'yanovb

a Leningrad
b Moscow

Abstract: Let $p_n(x)$ be a probability density function of normalized and centered sum of $n$ i. i. d. random variables belonging to the domain of attraction of the stable distribution $G$ of index $\alpha$, $0<\alpha\le 2$, $\alpha\ne 1$. Let $p(x)$ be a probability density function of $G$. It is proved that under certain conditions the relation
$$ \lim_{n\to\infty}|x|^\delta|p_n(x)-p(x)|=0,\qquad 0\le\delta<\alpha\ne 1, $$
holds uniformly in $x$, $-\infty<x<\infty$.

Received: 18.09.1980


 English version:
Theory of Probability and its Applications, 1983, 27:3, 607–609

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