Concentration functions and the accuracy of approximation by infinitely divisible laws in a Hilbert space (Q1593972): Difference between revisions

For the sum of a sequence of independent and identically distributed (i.i.d.) random variables taking values in a real separable Hilbert space, this paper first obtains some estimates for its concentration function. Based on these estimates, some upper bounds for the difference between the distribution of the sum and that of a corresponding infinitely divisible law are given. These upper bounds describe the accuracy of the approximation of infinitely divisible law to the distribution of the sum and are analogous to the Berry-Esseen bounds for the accuracy of the normal approximation to the sum of real i.i.d. variables.