Generalization and refinement of the integro-local Stone theorem for sums of random vectors
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 4, pp. 659-685
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The integro-local Stone theorem on the asymptotics of the probability that a sum of random vectors enters a small cube is (a) refined under additional moment and structural conditions; (b) generalized to a case of nonidentically distributed summands in the triangular array scheme; (c) the results of item (b) are refined under additional moment and structural conditions.
Keywords:
integro-local Stone theorem, sums of random vectors, bound for the remainder term, triangular array scheme.
@article{TVP_2016_61_4_a2,
author = {A. A. Borovkov},
title = {Generalization and refinement of the integro-local {Stone} theorem for sums of random vectors},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {659--685},
publisher = {mathdoc},
volume = {61},
number = {4},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_4_a2/}
}
TY - JOUR AU - A. A. Borovkov TI - Generalization and refinement of the integro-local Stone theorem for sums of random vectors JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2016 SP - 659 EP - 685 VL - 61 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2016_61_4_a2/ LA - ru ID - TVP_2016_61_4_a2 ER -
A. A. Borovkov. Generalization and refinement of the integro-local Stone theorem for sums of random vectors. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 4, pp. 659-685. http://geodesic.mathdoc.fr/item/TVP_2016_61_4_a2/