On the Rate of Convergence in Kolmogorov’s Second Uniform Limit Theorem

DOI10.1137/1128028zbMath0534.60023OpenAlexW1990977132MaRDI QIDQ3317817

Unnamed Author, Andrei Yu. Zaitsev

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1137/1128028

zbMATH Keywords

rate of convergenceconcentration functioninfinitely divisible distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

Related Items (6)

Compound Poisson approximation ⋮ On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables ⋮ Arak Inequalities for Concentration Functions and the Littlewood--Offord Problem ⋮ Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter

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