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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1970 Volume 15, Issue 4, Pages 647–665 (Mi tvp1932)

This article is cited in 26 papers

A nonuniform estimate of the speed of convergence in the multidimensional central limit theorem

V. I. Rotar'

Moscow

Abstract: In the paper, by the method of characteristic functions, an estimate of the convergence rate in the multi-dimensional central limit theorem is obtained. The estimate is non-uniform; it depends on the location with respect to the origin of the set the measures of which are compaired.

Received: 23.09.1969


 English version:
Theory of Probability and its Applications, 1970, 15:4, 630–648

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