On Integro-Local CLT for Sums of Independent Random Vectors

DOI10.1137/S0040585X97T989702zbMath1432.60035OpenAlexW3006082196MaRDI QIDQ5216290

Leonid V. Rozovsky

Publication date: 17 February 2020

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t989702

zbMATH Keywords

asymptotic expansionscentral limit theoremindependent random vectorslattice random vectorsvolume of Borel set

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

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• Integro-local theorems for sums of independent random vectors in the series scheme
• Multi-dimensional integral limit theorems
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• An Extremal Property of the Uniform Distribution and Some of Its Consequences
• On the J. Doob Inequality for Characteristic Functions
• Integro-Local and Local Theorems on Normal and Large Deviations of the Sums of Nonidentically Distributed Random Variables in the Triangular Array Scheme
• Local Limit Theorems for Lattice Random Variables
• Generalization and Refinement of the Integro-Local Stone Theorem for Sums of Random Vectors
• Integro-Local CLT for Sums of Independent Nonlattice Random Vectors
• An inequality for characteristic functions

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