Abstract:Theorem. {\it For any probability distribution function F on R and for any natural number n there exists an infinitely divisible distribution function B such that
supx|Fn∗(x)−B(x)|⩽C−2/3n
}
Here Fn∗ is the n-fold convolution of F with itself and C is an absolute constant. The paper contains the first part of the proof.
Citation:
T. V. Arak, “On the rate of convergence in Kolmogorov's uniform limit theorem. I”, Teor. Veroyatnost. i Primenen., 26:2 (1981), 225–245; Theory Probab. Appl., 26:2 (1982), 219–239