This article is cited in 3 papers

Short Communications

On the speed of convergence in the multi-dimensional central limit theorem

V. I. Rotar'

Moscow

Abstract: In the paper by the method of characteristic functions, an estimate of the rate of convergence in the multidimensional central limit theorem for a sequence of nonindenticaly distributed random vectors with finite third moments is obtained. The estimate is nonuniform, i.e. the dependence on the type of the set is given.

Received: 24.12.1969

 English version: Theory of Probability and its Applications, 1970, 15:2, 354–356

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