An improved multivariate version of Kolmogorov's second uniform limit theorem (Q2246207)

The aim of this paper is to show that the results obtained earlier on approximation of distributions of sums of independent summands by infinitely divisible laws may be transferred to estimation of the closeness of distributions on convex polyhedra. The classical result of Kolmogorov states that under quite general conditions, the distribution of the sum of independent and not identically distributed random variables is close in the Lévy metric to the class of all infinitely divisible distributions. The problem can be naturally extended to higher dimensions. The authors carefully analyze the related one- and multidimensional results in this direction and propose the new upper bounds for the Lévy metric considered on the convex polyhedra.