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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1966 Volume 11, Issue 3, Pages 507–514 (Mi tvp647)

This article is cited in 2 papers

Short Communications

A multidimensional analogue of Berry–Esseen's inequality for sets of a bounded diameter

V. M. Zolotarev

V. A. Steklov Mathematical Institute, USSR Academy of Sciences

Abstract: In the space $R^n$ functions of hounded variation $L(x)$ and $H(x)$ are considered. Let $P_L$ and $P_H$ be the quasi-measures defined on Borel subsets of $R^n$ by the formulae
$$ P_L(B)=\int_B\,dL(x),\quad P_H(B)=\int_B\,dH(x). $$
Let us denote by $\mathfrak A_s$ the class of subsets of $R^n$ with the $(n-l)$-dimensional volumes of their boundaries not greater then $s$ and denote by $\mathfrak B_d$ the class of convex subsets of $R^n$ such that the $(n-l)$-dimensional volumes of their intersections with any hyperplane is not greater then $d$.
We construct an upper estimate (analogous to that of Berry–Esseen) of the quantity
$$ \Delta=\sup_{A\in\mathfrak G}|P_L(A)-P_H(A)| $$
where $\mathfrak G$ is $\mathfrak A_s$ or $\mathfrak B_d$.

Received: 16.05.1966


 English version:
Theory of Probability and its Applications, 1966, 11:3, 447–454

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