On the convergence rate of weighted sums of independent Banach-valued random elements to stable and semistable laws. I (Q1842478)

We obtain estimates of the rate of convergence of weighted sums of independent identically distributed Banach-valued random elements to \(p\)- stable (in the first part) and semistable (in the second one) laws on certain classes of sets. The estimates depend on both the weights and the closeness of these elements' distributions to the limit law [in the sense of certain probabilistic metrics, on this subject see [\textit{V. M. Zolotarev}, Modern theory of summation of independent random variables (1986; Zbl 0649.60016)]. We should note that proofs of the results were based on differential properties of characteristic functions or on properties of separability of sets of classes by smooth functions. In addition, the class of random elements possessing finite pseudomoments seems to be rather poor. For instance, there is no any discrete random element. We obtain estimates of the rate of convergence of distributions of weighted sums of independent random elements to \(p\)-stable distribution in terms of other metrics on classes of sets without assumption about any properties of their separability by means of smooth functions.