Abstract:
Four theorems on the rate of convergence in the central limit theorem are formulated in the paper. Theorems 1 and 2 deal with estimates in the case of independent not necessarily identically distributed real random variables (r. v.), theorem 3 – in the case of independent identically distributed (i. i. d.) Rk-valued r. v., theorem 4 – in the case of i. i. d. Hilbert space valued r. v. These theorems improve some known results in [2]–[8]. The proofs will be published elsewhere.
Citation:
V. V. Ul'yanov, “Some improvements of convergence rate estimates in the central limit theorem”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 684–688; Theory Probab. Appl., 23:3 (1978), 660–663
\Bibitem{Uly78}
\by V.~V.~Ul'yanov
\paper Some improvements of convergence rate estimates in the central limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 3
\pages 684--688
\mathnet{http://mi.mathnet.ru/tvp3093}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=509747}
\zmath{https://zbmath.org/?q=an:0385.60032}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 23
\issue 3
\pages 660--663
\crossref{https://doi.org/10.1137/1123080}
Linking options:
https://www.mathnet.ru/eng/tvp3093
https://www.mathnet.ru/eng/tvp/v23/i3/p684
Erratum
Letter to the editors V. V. Ul'yanov Teor. Veroyatnost. i Primenen., 1979, 24:1, 236
This publication is cited in the following 11 articles:
Mayya Zhilova, “Nonclassical Berry–Esseen inequalities and accuracy of the bootstrap”, Ann. Statist., 48:4 (2020)
Cekanavicius V., “Approximation Methods in Probability Theory”, Approximation Methods in Probability Theory, Universitext, Springer International Publishing Ag, 2016, 1–274
Vydas Čekanavičius, Universitext, Approximation Methods in Probability Theory, 2016, 207
Vydas Čekanavičius, Universitext, Approximation Methods in Probability Theory, 2016, 21
Vydas Čekanavičius, Universitext, Approximation Methods in Probability Theory, 2016, 69
Vydas Čekanavičius, Universitext, Approximation Methods in Probability Theory, 2016, 51
V. I. Rotar', “On summation of independent variables in a non-classical situation”, Russian Math. Surveys, 37:6 (1982), 151–175
V. V. Senatov, “Several non-uniform estimates of the rate of convergence in the multidimensional central limit theorem”, Theory Probab. Appl., 26:4 (1982), 657–669
V. V. Senatov, “Several uniform estimates of the rate of convergence in the multidimensional central limit theorem”, Theory Probab. Appl., 25:4 (1981), 745–759
“Summary of Papers Presented at Sessions of the Probability and Statistics Seminar in the Mathematical Institute of the USSR Academy of Sciences, 1978”, Theory Probab. Appl., 24:3 (1980), 656–676
I. S. Šiganov, “Some estimates of the accuracy of approximation in the multidimensional central limit theorem”, Theory Probab. Appl., 24:3 (1980), 626–629