An Estimate of the Total Variation of Signed Measures Arising in Connection with the Central Limit Theorem

DOI10.1137/1136046zbMath0774.60030OpenAlexW1966668689MaRDI QIDQ3136340

Yu. V. Prokhorov

Publication date: 21 September 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136046

zbMATH Keywords

covariance matrixcentral limit theoremsigned measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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