RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1980 Volume 97, Pages 83–87 (Mi znsl3266)

This article is cited in 10 papers

The estimation of proximity of distribution of sequential sums of independent identically distributed random vectors

A. Yu. Zaitsev


Abstract: Let $F$ be a distribution on $\mathbb R^k$, $F_k^n$ – times convolution of $F$ with itself, $\mathscr L^k=\{B\in\mathbb R^k,B=[a_1,b_1]\times\dots\times[a_k,b_k]\}$.
It is proved that
$$ \sup_{B\in\mathscr L^k}|F^{n+1}\{B\}-F^n\{B\}|\le\frac{c(F)}{\sqrt n}, $$
where $c(F)$ depends on some characteristics of $F$.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1984, 24:5, 536–539

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025