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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 1996 Volume 228, Pages 135–141 (Mi znsl3698)

This article is cited in 11 papers

Approximation of convolutions by accompanying laws under the existence of moment of low orders

A. Yu. Zaitsev

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: It is shown that if a one-dimensional distribution $F$ has finite moment of the order $1+\beta$ for some $\beta$, $\frac12\le\beta\le1$, then the rate of approximation of the $n$-fold convolution $F^n$ by accompanying laws is $O(n^{-\frac12})$. Moreover, if, in addition, $\mathbf E\xi^2=\infty$, $\frac12<\beta<1$, then this rate of approximation is $o(n^{-\frac12})$. The question about the true rate of approximation of $F^n$ by infinitely divisible and accompanying laws is discussed. Bibl. 27 titles.

UDC: 519.2

Received: 23.12.1995


 English version:
Journal of Mathematical Sciences (New York), 1999, 93:3, 336–340

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