Approximation by infinitely divisible distributions in multidimensional case
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 89-103
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The problem of approximation of distributions of sums of independent random vectors by infinitely divisible distributions is considered. Some estimates of Levy's, Levy–Prohorov's and uniform distances are obtained.
@article{ZNSL_1983_130_a8,
author = {A. Yu. Zaitsev},
title = {Approximation by infinitely divisible distributions in multidimensional case},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {89--103},
year = {1983},
volume = {130},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a8/}
}
A. Yu. Zaitsev. Approximation by infinitely divisible distributions in multidimensional case. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 89-103. http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a8/