Abstract:
Applying the results of Zaitsev (1987) to specific symmetric distributions with slowly decreasing power tails, we obtained power estimates for the accuracy of the infinitely divisible approximation of the distributions of sums of $n$ i.i.d. random variables of the form $O(n^{-1+\varepsilon})$ with $\varepsilon$ arbitrarily close to zero.
Key words and phrases:sums of independent random variables, infinitely divisible and compound Poisson approximation, estimation of the rate of approximation, concentration functions, inequalities.