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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2001 Volume 46, Issue 3, Pages 573–579 (Mi tvp3905)

This article is cited in 13 papers

Short Communications

A New Asymptotic Expansion and Asymptotically Best Constants in Lyapunov's Theorem. II

G. P. Chistyakov

Institute for Low Temperature Physics and Engineering, Ukraine Academy of Sciences

Abstract: A new asymptotic expansion is obtained in Lyapunov's central limit theorem for distribution functions of centered and normed sums of independent random variables which are not necessary identically distributed. It is applied to determine the asymptotically best constants in the Berry–Esseen inequality, thus solving problems about their optimal values raised by Kolmogorov and Zolotarev.

Keywords: central limit theorem, Lyapunov's theorem, Berry–Esseen bounds, asymptotic expansion, characteristic functions.

Received: 30.06.1998

DOI: 10.4213/tvp3905


 English version:
Theory of Probability and its Applications, 2002, 46:3, 516–522

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