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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1976 Volume 21, Issue 4, Pages 741–758 (Mi tvp3420)

This article is cited in 56 papers

Approximation of the distribution of sums of independent variables with values in infinite-dimensional spaces

V. M. Zolotarev

Steklov Mathematical Institute, USSR Academy of Sciences

Abstract: The problem under consideration is to estimate the distance, with respect to a chosen metric $\mu$, between two linear combinations $\displaystyle X=\sum_jc_jX_j$ and $\displaystyle Y=\sum_jc_jY_j$ of independent random variables with values in a Banach space $U$.
General results of this paper enable, in particular, to effectively estimate the accuracy of approximation of the distributions of normalized sums of independent random $U$-valued variables by a normal law.
When choosing $\mu$ in an appropriate way, one obtains estimates quite analogous to those known in the simplest case $U=R^1$.

Received: 26.02.1976


 English version:
Theory of Probability and its Applications, 1977, 21:4, 721–737

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