Generalization and refinement of the integro-local Stone theorem for sums of random vectors

DOI10.1137/S0040585X97T988368zbMATH Open1377.60058OpenAlexW2778013189MaRDI QIDQ4602298FDOQ4602298

Authors A. A. Borovkov 

Publication date 9 January 2018

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

Full work available at URL https://doi.org/10.1137/s0040585x97t988368

zbMATH Keywords

integro-local Stone theoremsums of random vectorstriangular array schemebound for remainder term

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Sums of independent random variables; random walks (60G50)

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Cites Work

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• scientific article; zbMATH DE number 3092912 (Why is no real title available?)
• A Local Limit Theorem
• A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
• Integro-local and local theorems on normal and large deviations of the sums of nonidentically distributed random variables in the triangular array scheme
• On a Local Limit Theorem for Integer Random Vectors
• On the distribution of the first passage time of a random walk to an arbitrary remote boundary
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin

Cited In (8)

• On integro-local CLT for sums of independent random vectors
• Integro-local limit theorems including large deviations for sums of random vectors. II
• Integro-local theorems for sums of independent random vectors in the series scheme
• Edgeworth expansions for independent bounded integer valued random variables
• Generalisation of Hajek's stochastic comparison results to stochastic sums
• A refined version of the integro-local Stone theorem
• Integro-local limit theorems for compound renewal processes
• Integro-Local CLT for Sums of Independent Nonlattice Random Vectors

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