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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2018 Volume 474, Pages 108–117 (Mi znsl6671)

This article is cited in 5 papers

Estimates for the closeness of convolutions of probability distributions on convex polyhedra

F. Götzea, A. Yu. Zaitsevbc

a Fakultät für Mathematik, Universität Bielefeld, Postfach 100131, D-33501 Bielefeld, Germany
b St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
c Saint Petersburg State University, Saint Petersburg, Russia

Abstract: The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of multidimensional distributions may be transferred to the estimation of the closeness of convolutions of probability distributions on convex polyhedra.

Key words and phrases: sums of independent random variables, proximity of sequential convolutions, convex polyhedra, approximation, inequalities.

UDC: 519.2

Received: 19.11.2018



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