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arXiv · 1912.13296

An improved multivariate version of Kolmogorov's second uniform limit theorem

Friedrich Götze·Andrei Yu. Zaitsev·Dmitry Zaporozhets
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Abstract

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by infinitely divisible laws may be transferred to the estimation of the closeness of distributions on convex polyhedra.

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Friedrich Götze, Andrei Yu. Zaitsev, Dmitry Zaporozhets. 2019-12-31. An improved multivariate version of Kolmogorov's second uniform limit theorem. https://doi.org/10.1007/s10958-021-05594-x

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