On the speed of convergence in the local limit theorem for triangular arrays of random variables

V. P. Knopova

V.M. Glushkov Institute of Cybernetics, NAS of Ukraine, 40, Acad. Glushkov Ave., 03187, Kiev, Ukraine

Abstract: We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \mathbb{N}\}$.

Keywords: Local limit theorem, infinitely divisible law, speed of convergence.

MSC: Primary 60F05, 60F15; Secondary 60B10

Language: English

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