On the Gaussian approximation of convolutions under multidimensional analogues of S. N. Bernstein's inequality conditions
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Publication:1088282
DOI10.1007/BF00363515zbMath0612.60031MaRDI QIDQ1088282
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
infinitely divisible distributionsconditional distributionscovariance operatorLévy-Prohorov distance
Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10) Limit theorems in probability theory (60F99)
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Cites Work
- Bounds on the rate of convergence of moments in the central limit theorem
- Large deviations for random vectors for certain classes of sets. I
- Exponential inequalities for sums of random vectors
- Multi-dimensional integral limit theorems for large deviations
- Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
- On the Approximation of Convolutions by Normal Laws
- On large deviations
- Distances of Probability Measures and Random Variables
- Inequalities for the Concentration Functions of Sums of Independent Random Variables
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