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Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
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  • Published: September 1988

Estimates for the closeness of successive convolutions of multidimensional symmetric distributions

  • A. Yu. Zaįtsev1 

Probability Theory and Related Fields volume 79, pages 175–200 (1988)Cite this article

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Summary

Let ξ1, ξ2,... be i.i.d random vectors in ℝk with a common distribution ℒ(ξi),... = F, i = 1, 2,.... Let S n = ξ1+...+ξ n . We investigate how small is the difference between ℒ(S n ) and ℒ(S n+ m ) in the case when ξ i have symmetric distributions.

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Authors and Affiliations

  1. Leningrad Branch of Steklov Mathematical Institute of the Academy of Sciences of the USSR, Fontanka 27, 191011, Leningrad, USSR

    A. Yu. Zaįtsev

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  1. A. Yu. Zaįtsev
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Zaįtsev, A.Y. Estimates for the closeness of successive convolutions of multidimensional symmetric distributions. Probab. Th. Rel. Fields 79, 175–200 (1988). https://doi.org/10.1007/BF00320918

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  • Received: 06 May 1987

  • Revised: 25 February 1988

  • Issue Date: September 1988

  • DOI: https://doi.org/10.1007/BF00320918

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Keywords

  • Stochastic Process
  • Convolution
  • Probability Theory
  • Random Vector
  • Mathematical Biology
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