On asymptotic expansions in the first uniform Kolmogorov theorem
Kolmogorov proposed to approximate the \(n\)-fold convolution \(F^n\) of a distribution \(F\) not by a single infinitely divisible distribution but by the whole class. His `first uniform theorem' states that there exists a universal constant \(C_1\) with the property that for any distribution \(F\) and any \(n\) there is an infinitely divisible distribution \(D\) such that the uniform distance is bounded by \(|F^n - D |\leq C_1 n^{- 1/5}\). The bound was improved by Arak to the optimal rate \(n^{- 2/3}\). Le Cam found a similar estimate with an optimal rate \(n^{- 1/3}\) if \(D\) is restricted to all accompanying distributions. The present paper derives similar but more stringent estimates if \(D\) is in a more general class of distributions derived from the Bergström asymptotic expansion.
- Approximation of Binomial Distributions by Infinitely Divisible Ones
- Approximation of sums by compound Poisson distributions with respect to stop-loss distances
- Approximation with accompanying distributions and asymptotic expansions. I
- scientific article; zbMATH DE number 4157571 (Why is no real title available?)
- scientific article; zbMATH DE number 3980131 (Why is no real title available?)
- scientific article; zbMATH DE number 868159 (Why is no real title available?)
- scientific article; zbMATH DE number 3211264 (Why is no real title available?)
- scientific article; zbMATH DE number 3226595 (Why is no real title available?)
- scientific article; zbMATH DE number 3069526 (Why is no real title available?)
- On Asymptotic Expansions for Distribution Functions of Sums of Independent Random Variables
- On the Convergence Rate in Kolmogorov’s Uniform Limit Theorem. II
- On the Rate of Approach of the Distributions of Sums of Independent Random Variables to Accompanying Distributions
- Two Uniform Limit Theorems for Sums of Independent Random 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
- Approximation of the generalized Poisson binomial distribution: Asymptotic expansions
- Signed Poisson approximations for Markov chains
- On multivariate Le Cam theorem and compound Poisson measures
- Compound Poisson approximation
- On a Uniform Limit Theorem of A. N. Kolmogorov
- On a problem of A. N. Kolmogorov
- scientific article; zbMATH DE number 868159 (Why is no real title available?)
- Asymptotics in multivariate le Cam's theorem
- Approximation with accompanying distributions and asymptotic expansions. I
This page was built for publication: On asymptotic expansions in the first uniform Kolmogorov theorem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1907902)
