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