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Gennadiy Chistyakov

Publications and source records attributed to Gennadiy Chistyakov.

2 recordsLinked to original sources

Richter's local limit theorem,its refinement,and related results

We give a detailed exposition of the proof of Richter's local limit theorem in a refined form, and establish the stability of the remainder term in this theorem under small perturbations of the underlying distribution (including smoothing). We also discuss related quantitative bounds for characteristic functions and Laplace transforms.

math.CA

Berry-Esseen Bounds for typical weighted sums

Under correlation-type conditions, we derive upper bounds of order $\frac{1}{\sqrt{n}}$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

math.PR