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

Teor. Veroyatnost. i Primenen., 1976 Volume 21, Issue 4, Pages 775–791 (Mi tvp3422)

This article is cited in 25 papers

On the rate of convergence in the central limit theorem in some Banach spaces

V. Paulauskas

V. Kapsukas Vilnius State University

Abstract: Let $B$ be a real separable Banach space and $\xi_i$, $i=1,2,\dots,n$, be independent random variables with values in $B$ and $\mathbf E\xi_i=0$, $\mathbf E\|\xi_i\|^3=0$. Under some conditions on the space $B$, we estimate closeness between the distrubutions of the normalized sums $\displaystyle B_n^{-1}\sum_{i=1}^n\xi_i$ and Gaussian distributions on $B$. In Theorem 1, a general estimate is given. In Theorem 2, when the summands are identically distributed, a better estimate is obtained. It is worth mentioning that, even in the case of a real separable Hilbert space, this estimate is new.

Received: 27.02.1975


 English version:
Theory of Probability and its Applications, 1977, 21:4, 754–769

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024