An improved multivariate version of Kolmogorov's second uniform limit theorem
Probability
2022-08-04 v2
Abstract
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by infinitely divisible laws may be transferred to the estimation of the closeness of distributions on convex polyhedra.
Cite
@article{arxiv.1912.13296,
title = {An improved multivariate version of Kolmogorov's second uniform limit theorem},
author = {Friedrich Götze and Andrei Yu. Zaitsev and Dmitry Zaporozhets},
journal= {arXiv preprint arXiv:1912.13296},
year = {2022}
}
Comments
12 pages