On the Uniform Approximation of Distributions of Sums of Independent Random Variables

DOI10.1137/1132003MaRDI QIDQ3811447zbMATH OpenOpenAlexFDO

Authors A. Yu. Zaitsev

Publication date 1987

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1132003

zbMATH Keywords

approximation of distributionsconcentration functioninfinitely divisible distributionssupremum norm

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited in

(27)

• More on the distribution of the sum of uniform random variables
• Almost-independent statistics \(X_ 1+X_ 2\) and \(X_ 1-X_ 2\) in the uniform metric
• A unified approximation scheme for the convolution of independent binomial variables
• Probabilities of large deviations for the \(\chi^2\) approximation
• Asymptotic expansions for generalized Poisson measures
• Asymptotic estimation of the parameters of multivariate point processes.
• On the stability of splitting difference schemes with respect to boundary conditions
• On the approximation by convolution of the generalized Poisson measure and the Gaussian distribution. I
• Approximation of the generalized Poisson binomial distribution: Asymptotic expansions
• An estimate of the absolute constant in the inequality for the uniform distance between the distributions of sequential sums of independent random variables
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• On multivariate Le Cam theorem and compound Poisson measures
• Compound Poisson approximation
• Lower-bound estimates for Poisson-type approximations
• scientific article; zbMATH DE number 3909421 (Why is no real title available?)
• scientific article; zbMATH DE number 3934091 (Why is no real title available?)
• scientific article; zbMATH DE number 3936094 (Why is no real title available?)
• Generalization of Two Results of the Theory of Uniform Distribution
• scientific article; zbMATH DE number 3984306 (Why is no real title available?)
• A note on sums of independent uniformly distributed random variables
• Sums of Uniformly Distributed Variables: A Combinatorial Approach
• scientific article; zbMATH DE number 1408886 (Why is no real title available?)
• Nonuniform Approximations for Sums of Discrete m-Dependent Random Variables
• Arak inequalities for concentration functions and the Littlewood-Offord problem
• scientific article; zbMATH DE number 6445238 (Why is no real title available?)
• Limit theorems and phase transitions for two models of summation of independent identically distributed random variables with a parameter
• On the accuracy of infinitely divisible approximation of n-fold convolutions of probability distributions

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