An improved multivariate version of Kolmogorov's second uniform limit theorem

DOI10.1007/s10958-021-05594-xzbMath1477.60033arXiv1912.13296OpenAlexW3206983477MaRDI QIDQ2246207

Dmitry Zaporozhets, Andrei Yu. Zaitsev, Friedrich Götze

Publication date: 16 November 2021

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.13296

zbMATH Keywords

independent random variablesconvex polyhedrainfinitely divisible lawLévy metric

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99)

Related Items (2)

Compound Poisson approximation ⋮ On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem

Cites Work

• Estimates for closeness of convolutions of probability distributions on convex polyhedra
• Two Uniform Limit Theorems for Sums of Independent Random Variables
• On the Increase of Dispersion of Sums of Independent Random Variables
• On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
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