Approximation with accompanying laws (Q910797)

The general problem of the limiting behaviour of the probability distribution \(F^ n\) of the sum \(X_ 1+X_ 2+...+X_ n\) of i.i.d. r.v.'s in a separable Hilbert space \({\mathcal H}\) is studied, where F is a symmetric probability distribution in \({\mathcal H}\). By the help of the so- called accompanying infinitely divisible distributions \(D_ n:=\exp (n(F-\delta_ 0))\), where \(\delta_ 0\) is the degenerated distribution concentrated in 0, the approximation \(\phi_ n(F):=\sup_{V\in {\mathfrak V}}| (F^ n-D_ n)(V)|\) is considered, \({\mathfrak V}\) denotes the class of all open balls of \({\mathcal H}.\) The main result states (1) \(\phi_ n(F)\to 0\) if \(n\to \infty\). The proof is similar to the one-dimensional case \({\mathcal H}={\mathcal R}^ 1\) due to \textit{Yu. V. Prokhorov} [Dokl. Akad. Nauk SSSR 105, 645-647 (1955; Zbl 0067.107)], however without use of a central limit theorem for the truncated r.v.'s. The question ``Does \(\sup_{F} \phi_ n(F)\) converge to zero?'' and the rate of convergence in (1) remain unanswered.