JOURNAL ARTICLE

On the Uniform Approximation of Distributions of Sums of Independent Random Variables

A. Yu. Zaîtsev

Year: 1988 Journal:   Theory of Probability and Its Applications Vol: 32 (1)Pages: 40-47   Publisher: Society for Industrial and Applied Mathematics

Abstract

Previous article Next article On the Uniform Approximation of Distributions of Sums of Independent Random VariablesA. Yu. ZaitsevA. Yu. Zaitsevhttps://doi.org/10.1137/1132003PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] T. V. Arak, On the convergence rate in Kolmogorov's uniform limit theorem, Theory Probab. Appl., 26 (1981), 221–239, 437–451 0456.60012 Google Scholar[2] T. V. Arak and , A. Yu. Zaitsev, An estimate of the rate of convergence in Kolmogorov's second uniform limit theorem, Soviet Math. Dokl., 26 (1982), 509–513 0525.60017 Google Scholar[3] Aloisio Araujo and , Evarist Giné, The central limit theorem for real and Banach valued random variables, John Wiley & Sons, New York-Chichester-Brisbane, 1980xiv+233 83e:60003 Google Scholar[4] A. Bikyalis, Estimates of the remainder term in the central limit theorem, Litovsk. Mat. Sb., 6 (1966), 323–346, (In Russian.) 35:1067 Google Scholar[5] B. V. Gnedenko, On the theory of limit theorems for sums of independent random variables, Bull. Acad. Sci. URSS. Sér. Math. [Izvestia Akad. Nauk SSSR], 1939 (1939), 643–647, 2, 181–232 (In Russian.) 1,341c Google Scholar[6] B. V. Gnedenko and , A. N. Kolmogorov, Limit distributions for sums of independent random variables, Addison-Wesley Publishing Company, Inc., Cambridge, Mass., 1954ix+264 16,52d 0056.36001 Google Scholar[7] W. Doeblin, Sur les sommes d'un grand nombres des variables aléatoires indépendantes, Bull. Sci. Math. France, 53 (1939), 23–32, 35–64 0021.14602 Google Scholar[8] A. Yu. Zaitsev, The use of the concentration function for estimating uniform distance, Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI), 119 (1982), 93–107, 239, 248, (In Russian.) 83m:60047 0496.60016 Google Scholar[9] A. Yu. Zaitsev and , T. V. Arak, On The rate of convergence in Kolmogorov's second uniform limit theorem, Theory Probab. Appl., 28 (1983), 351–374 10.1137/1128028 0534.60023 LinkGoogle Scholar[10] A. Yu. Zaitsev, On the accuracy of approximation of distributions of sums of independent random variables—which are nonzero with a small probability—by means of accompanying laws, Theory Probab. Appl., 28 (1983), 657–669 10.1137/1128065 0544.60036 LinkGoogle Scholar[11] A. Yu. Zaitsev, Several remarks on approximation of distributions of sums of independent terms, Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI), 136 (1984), 48–57, (In Russian.) 86b:60032 Google Scholar[12] I. A. Ibragimov and , E. L. Presman, On the rate of approach of the distributions of sums of independent random variables to accompanying distributions, Theory Probab. Appl., 18 (1973), 713–727 10.1137/1118092 0303.60012 LinkGoogle Scholar[13] A. N. Kolmogorov, Two uniform limit theorems for sums of independent random variables, Theory Probab. Appl., 1 (1956), 384–394 10.1137/1101030 LinkGoogle Scholar[14] A. N. Kolmogorov, Approximation of distributions of sums of independent terms by infinitely divisible distributions, Trudy Moskov. Mat. Obšč., 12 (1963), 437–451, (In Russian.) 29:6516 Google Scholar[15] V. M. Kruglov, Supplementary Chapters in Probability Theory, Vycshaya Shkola, Moscow, 1984, (In Russian.) Google Scholar[16] L. Le Cam, On the distribution of sums of independent random variablesBernoulli, Bayes, Laplace (anniversary volume), Springer, Berlin, 1965, 179–202 0139.35203 CrossrefGoogle Scholar[17] A. L. Miroshnikov and , B. A. Rogozin, Inequalities for concentration functions, Theory Probab. Appl., 25 (1980), 178–180 0419.60014 LinkGoogle Scholar[18] V. V. Petrov, Sums of independent random variables, Springer-Verlag, New York, 1975x+346, Berlin, Heidelberg 52:9335 CrossrefGoogle Scholar[19] Yu. V. Prokhorov, On a uniform limit theorem of A. N. Kolmogorov, Theory Probab. Appl., 5 (1960), 98–106 10.1137/1105008 0099.35104 LinkGoogle Scholar[20] W. Hengartner and , R. Theodorescu, Concentration functions, Academic Press [A Subsidiary of Harcourt Brace Jovanovich, Publishers], New York-London, 1973xii+139 48:9781 0323.60015 Google Scholar[21] C.-G. Esseen, On the concentration function of a sum of independent random variables, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 9 (1968), 290–308 37:6974 0195.19303 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Toward the History of the Saint Petersburg School of Probability and Statistics. I. Limit Theorems for Sums of Independent Random VariablesVestnik St. Petersburg University, Mathematics, Vol. 51, No. 2 | 16 June 2018 Cross Ref Arak Inequalities for Concentration Functions and the Littlewood--Offord ProblemF. Götze, Yu. S. Eliseeva, and A. Yu. ZaitsevTheory of Probability & Its Applications, Vol. 62, No. 2 | 15 May 2018AbstractPDF (454 KB)Неравенства Арака для функций концентрации и проблема Литтлвуда - ОффордаТеория вероятностей и ее применения, Vol. 62, No. 2 | 1 Jan 2017 Cross Ref Lower-Bound Estimates for Poisson-Type ApproximationsLithuanian Mathematical Journal, Vol. 45, No. 4 | 1 Oct 2005 Cross Ref A Multiplicative Inequality for Concentration Functions of n-Fold ConvolutionsHigh Dimensional Probability II | 1 Jan 2000 Cross Ref Solving the Stein Equation in compound poisson approximationAdvances in Applied Probability, Vol. 30, No. 02 | 1 July 2016 Cross Ref Solving the Stein Equation in compound poisson approximationAdvances in Applied Probability, Vol. 30, No. 2 | 1 July 2016 Cross Ref Approximation of the generalized Poisson binomial distribution: Asymptotic expansionsLithuanian Mathematical Journal, Vol. 37, No. 1 | 1 Jan 1997 Cross Ref On multivariate Le Cam theorem and compound Poisson measuresStatistics & Probability Letters, Vol. 28, No. 1 | 1 Jun 1996 Cross Ref On the approximation by convolution of the generalized Poisson measure and the Gaussian distribution. ILithuanian Mathematical Journal, Vol. 32, No. 3 | 1 Jul 1992 Cross Ref The Suzdal International Seminar of 1991 on Stability Problems for Stochastic ModelsTheory of Probability & Its Applications, Vol. 36, No. 4 | 17 July 2006AbstractPDF (5581 KB)Multidimensional Version of the Second Uniform Limit Theorem of KolmogorovA. Yu. ZaitsevTheory of Probability & Its Applications, Vol. 34, No. 1 | 17 July 2006AbstractPDF (1762 KB) Volume 32, Issue 1| 1988Theory of Probability & Its Applications1-197 History Submitted:25 May 1985Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1132003Article page range:pp. 40-47ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics

Keywords:
Mathematics Central limit theorem Random variable Convergence of random variables Law of large numbers Limit (mathematics) Combinatorics Exchangeable random variables Discrete mathematics Algebra of random variables Statistics Mathematical analysis

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Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
advanced mathematical theories
Physical Sciences →  Mathematics →  Mathematical Physics

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