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Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space

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Publication:1593972
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zbMath0984.60011MaRDI QIDQ1593972

Sergei Nagaev

Publication date: 28 January 2001

Published in: Doklady Mathematics (Search for Journal in Brave)


zbMATH Keywords

Hilbert spacesum of random variablesinfinitely divisible law


Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Probability theory on linear topological spaces (60B11)


Related Items (3)

Compound Poisson approximation ⋮ Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space ⋮ Approximation of a sample by a Poisson point process







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