On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a~stable limit distribution
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 3, pp. 566-568
Voir la notice de l'article provenant de la source Math-Net.Ru
Let $p_n(x)$ be a probability density function of normalized and centered sum of $n$ i. i. d. random variables belonging to the domain of attraction of the stable distribution $G$ of index $\alpha$, $0\alpha\le 2$, $\alpha\ne 1$. Let $p(x)$ be a probability density function of $G$. It is proved that under certain conditions the relation
$$
\lim_{n\to\infty}|x|^\delta|p_n(x)-p(x)|=0,\qquad 0\le\delta\alpha\ne 1,
$$
holds uniformly in $x$, $-\infty$.
@article{TVP_1982_27_3_a13,
author = {A. S. Mal'kov and V. V. Ul'yanov},
title = {On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a~stable limit distribution},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {566--568},
publisher = {mathdoc},
volume = {27},
number = {3},
year = {1982},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a13/}
}
TY - JOUR AU - A. S. Mal'kov AU - V. V. Ul'yanov TI - On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a~stable limit distribution JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1982 SP - 566 EP - 568 VL - 27 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a13/ LA - ru ID - TVP_1982_27_3_a13 ER -
%0 Journal Article %A A. S. Mal'kov %A V. V. Ul'yanov %T On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a~stable limit distribution %J Teoriâ veroâtnostej i ee primeneniâ %D 1982 %P 566-568 %V 27 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a13/ %G ru %F TVP_1982_27_3_a13
A. S. Mal'kov; V. V. Ul'yanov. On the non-uniform estimate of the rate of convergence in the local limit theorem in the case of a~stable limit distribution. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 3, pp. 566-568. http://geodesic.mathdoc.fr/item/TVP_1982_27_3_a13/