Estimates for the Levy-Prokhorov distance in terms of characteristic functions and some of their applications

DOI10.1007/BF01843551zbMath0551.60019MaRDI QIDQ801365

Andrei Yu. Zaitsev

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

characteristic functionsinfinitely divisible distributionsLevy-Prokhorov distance

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10)

Cites Work

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• Approximation theorems for independent and weakly dependent random vectors
• On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
• On a Multidimensional Version of the Kolmogorov Uniform Limit Theorem
• Estimates for the Lévy–Prokhorov Distance

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