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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2022 Volume 67, Issue 1, Pages 3–22 (Mi tvp5416)

This article is cited in 2 papers

On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem

F. Götzea, A. Yu. Zaitsevbc

a Fakultät für Mathematik, Universität Bielefeld, Bielefeld, Germany
b St. Petersburg Department of V. A. Steklov Institute of Mathematics, USSR Academy of Sciences
c Saint Petersburg State University

Abstract: The aim of the present work is to show that our recent results on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be obtained via an alternative class of approximating infinitely divisible distributions. We will also generalize the results to the infinite-dimensional case.

Keywords: Kolmogorov's uniform limit theorem, multidimensional distribution, infinitely divisible approximation, convex polyhedra.

Received: 04.06.2020
Revised: 09.02.2021
Accepted: 01.12.2020

DOI: 10.4213/tvp5416


 English version:
Theory of Probability and its Applications, 2022, 67:1, 1–16

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