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

Teor. Veroyatnost. i Primenen., 2019 Volume 64, Issue 4, Pages 707–724 (Mi tvp5288)

On integro-local CLT for sums of independent random vectors

L. V. Rozovskii

Saint-Petersburg Chemical-Pharmaceutical Academy

Abstract: The remainder term in the integro-local version of the multidimensional central limit theorem for a sum of independent random vectors is studied with due account of asymptotic expansions. It is assumed that the distribution of this sum can be absolutely continuous and/or lattice in some coordinates.

Keywords: central limit theorem, independent random vectors, lattice random vectors, volume of a Borel set, asymptotic expansions.

Received: 30.01.2019
Accepted: 12.02.2019

DOI: 10.4213/tvp5288


 English version:
Theory of Probability and its Applications, 2020, 64:4, 564–578

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025