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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1978 Volume 23, Issue 3, Pages 692–697 (Mi tvp3095)

This article is cited in 4 papers

Short Communications

A non-classical estimate of the rate of convergence in the multidimensional central limit theorem which takes into account large deviations

S. Ya. Šorgin

Moscow

Abstract: In the paper, an estimate for the rate of convergence of sums of independent random vectors is obtained which is non-uniform and non-classical (i. e. it depends on the closeness of summand's distributions to the normal one). This estimate takes also into account the tail behaviour of summands' distributions.

Received: 24.02.1978


 English version:
Theory of Probability and its Applications, 1979, 23:3, 667–671

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