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On a problem of A. N. Kolmogorov

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Abstract

The paper is devoted to the derivation of the "possibly sharpest" estimates at the investigation of the deviation of the distribution function of the normalized sum of independent random variables from the distribution function of the normal law.

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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 289–319, 1990.

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Chistyakov, G.P. On a problem of A. N. Kolmogorov. J Math Sci 68, 604–625 (1994). https://doi.org/10.1007/BF01254289

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  • DOI: https://doi.org/10.1007/BF01254289

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