On the rate of convergence in the second Kolmogorov's uniform limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 333-353
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In this paper we study the accuracy of infinitely divisible approximation for the distributions of sums of independent random variables with arbitrary distributions. This problem was stated by A. N. Kolmogorov. Some unimprovable estimates are obtained.
@article{TVP_1983_28_2_a7,
author = {A. Yu. Zaǐcev and T. V. Arak},
title = {On the rate of convergence in the second {Kolmogorov's} uniform limit theorem},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {333--353},
year = {1983},
volume = {28},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a7/}
}
A. Yu. Zaǐcev; T. V. Arak. On the rate of convergence in the second Kolmogorov's uniform limit theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 333-353. http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a7/