Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
type: Item
instance of: scholarly article
title: Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
zbMATH Open document ID: 0631.60022
DOI: 10.1007/BF00320918
publication date: 1988-01-01T00:00:00Z
review text: Let \(\xi _ 1,\xi _ 2,...\), be i.i.d. random vectors in \({\mathbb{R}}^ k\) with a common distribution \({\mathcal L}(\xi _ i)=F\), \(i=1,2,...\). Let \(S_ n=\xi _ 1+...+\xi _ n\). We investigate how small is the difference between \({\mathcal L}(S_ n)\) and \({\mathcal L}(S_{n+m})\) in the case when \(\xi _ i\) have symmetric distributions.
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 4026438
zbMATH Keywords: closeness of successive convolutions
zbMATH Keywords: symmetric distributions
zbMATH Keywords: concentration functions
author: A. Yu. Zaitsev
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4026438