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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 2, Pages 225–245 (Mi tvp2508)

This article is cited in 42 papers

On the rate of convergence in Kolmogorov's uniform limit theorem. I

T. V. Arak

Tallinn

Abstract: Theorem. {\it For any probability distribution function $F$ on $R$ and for any natural number $n$ there exists an infinitely divisible distribution function $B$ such that
$$ \sup_x|F^{n*}(x)-B(x)|\le C_n^{-2/3} $$
} Here $F^{n*}$ is the $n$-fold convolution of $F$ with itself and $C$ is an absolute constant. The paper contains the first part of the proof.

UDC: 519.2

Received: 18.12.1980


 English version:
Theory of Probability and its Applications, 1982, 26:2, 219–239

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© Steklov Math. Inst. of RAS, 2024