RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 4, Pages 810–820 (Mi tvp3361)

Asymptotic expansions in the central limit theorem

L. V. Rozovskii

Leningrad

Abstract: Let $x_1,x_2,\dots$ be a sequence of independent identically distributed random variables with zero means and unit variances. Put
$$ F_n(x)=\mathbf P\{(x_1+\dots+x_n)/\sqrt n<x\}. $$

Conditions are given which are necessary and sufficient for the relation
$$ F_n(x)=\sum_{\nu=0}^{s-2}n^{-\nu/2}f_\nu(x)+O(\varepsilon_n),\quad n\to\infty, $$
to hold uniformly in $x$, where $s\ge2$, the sequence $\varepsilon_n$ is such that
$$ \varepsilon_nn^{(s-2)/2}\to0,\quad\varepsilon_n\ge n^{-(s-1)/2},\quad n\to\infty, $$
the functions $t_\nu(x)$ are independent of $n$ and satisfy some conditions at the origin.
We consider also local limit theorems.

Received: 16.07.1973


 English version:
Theory of Probability and its Applications, 1976, 20:4, 782–793

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025