On the problem of the stability of the decomposition of the normal law into components
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 4, pp. 738-742
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The following theorem is proved: Let $\Phi$ be the distribution function of $N(0,1)$, $L$ the Levy metric and $F=F_1*F_2$ a distribution function such that $$ L(F,\Phi)\le\varepsilon<1. $$ Then, there can be found a normal distribution $\Phi_1$ such that $$ C_1\biggl(\log\frac1\varepsilon\biggr)^{-1/2}<L(F_1,\Phi_1)<C_2\biggl(\log\frac1\varepsilon\biggr)^{-1/11}, $$ where $C_1$ and $C_2$ are positive constants.
@article{TVP_1968_13_4_a14,
author = {V. M. Zolotarev},
title = {On the problem of the stability of the decomposition of the normal law into components},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {738--742},
year = {1968},
volume = {13},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_4_a14/}
}
V. M. Zolotarev. On the problem of the stability of the decomposition of the normal law into components. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 4, pp. 738-742. http://geodesic.mathdoc.fr/item/TVP_1968_13_4_a14/