Abstract:
Two estimations in the central limit theorem for equally distributed random vectors in Rs are given. The first one involves distribution functions (for s=2) and is an improvement of previous results stated in [1] and [2]. The second one concerns (for arbitrary s) “the distance” ρ2 defined as
supA|P(A)−Q(A)|
where the supremum is taken over all measurable convex sets A∈Rs (cf. [5]).
Citation:
S. M. Sadikova, “On the multidimensional central limit theorem”, Teor. Veroyatnost. i Primenen., 13:1 (1968), 164–170; Theory Probab. Appl., 13:1 (1968), 164–170
\Bibitem{Sad68}
\by S.~M.~Sadikova
\paper On the multidimensional central limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1968
\vol 13
\issue 1
\pages 164--170
\mathnet{http://mi.mathnet.ru/tvp830}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=226714}
\zmath{https://zbmath.org/?q=an:0196.20503}
\transl
\jour Theory Probab. Appl.
\yr 1968
\vol 13
\issue 1
\pages 164--170
\crossref{https://doi.org/10.1137/1113015}
Linking options:
https://www.mathnet.ru/eng/tvp830
https://www.mathnet.ru/eng/tvp/v13/i1/p164
This publication is cited in the following 11 articles:
F. G. Gabbasov, V. T. Dubrovin, M. S. Fadeeva, “On the estimation of the convergence rate in the multidimentional limit theorem for the sum of weakly dependent random variables functions”, Uchen. zap. Kazan. un-ta. Ser. Fiz.-matem. nauki, 160, no. 2, Izd-vo Kazanskogo un-ta, Kazan, 2018, 266–274
Peter Hall, Rabi N. Bhattacharya, 2016, 3
V. T. Dubrovin, F. G. Gabbasov, V. Ju. Chebakova, “Multidimensional central limit theorem for sums of functions of the trajectories of endomorphisms”, Lobachevskii J Math, 37:4 (2016), 409
F. G. Gabbasov, V. T. Dubrovin, V. S. Kugurakov, “O mnogomernoi predelnoi teoreme dlya endomorfizmov evklidova prostranstva”, Uchen. zap. Kazan. un-ta. Ser. Fiz.-matem. nauki, 157, no. 1, Izd-vo Kazanskogo un-ta, Kazan, 2015, 25–34
F. G. Gabbasov, V. T. Dubrovin, “Mnogomernaya predelnaya teorema o bolshikh ukloneniyakh dlya endomorfizmov evklidova prostranstva”, Uchen. zap. Kazan. un-ta. Ser. Fiz.-matem. nauki, 156, no. 2, Izd-vo Kazanskogo un-ta, Kazan, 2014, 16–24
F. G. Gabbasov, V. T. Dubrovin, “Otsenka skorosti skhodimosti v mnogomernoi predelnoi teoreme dlya endomorfizmov evklidova prostranstva”, Uchen. zap. Kazan. un-ta. Ser. Fiz.-matem. nauki, 155, no. 2, Izd-vo Kazanskogo un-ta, Kazan, 2013, 33–43
R. M. Gil'fanov, “A nonuniform estimate of the rate of convergence in the central limit theorem for the sum of vector-valued functions of independent variables”, Theory Probab. Appl., 26:4 (1982), 773–786
F. G. Gabbasov, V. T. Dubrovin, “Probability that the normed sum of weakly dependent vectors falls in the exterior of a convex set”, J. Soviet Math., 43:1 (1988), 2187–2193
F. G. Gabbasov, “A multidimensional central limit theorem for sums of functions of sequences with mixing”, Lith Math J, 17:4 (1978), 494
V. I. Rotar', “Nonclassical estimates of the rate of convergence in the multidimensional central limit theorem. I”, Theory Probab. Appl., 22:4 (1978), 755–772
V. I. Rotar', “A nonuniform estimate of the speed of convergence in the multidimensional central limit theorem”, Theory Probab. Appl., 15:4 (1970), 630–648