Nonclassical Estimates of the Rate of Convergence in the Central Limit Theorem Taking into Account Large Deviations

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Previous article Next article Nonclassical Estimates of the Rate of Convergence in the Central Limit Theorem Taking into Account Large DeviationsS. Ya. ShorginS. Ya. Shorginhttps://doi.org/10.1137/1127034PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. V. Sazonov, A new general estimate of the rate of convergence in the central limit theorem in $R^{k}$, Proc. Nat. Acad. Sci. USA, 71 (1974), 118–121 0277.60010 CrossrefGoogle Scholar[2] V. I. Rotar', Non-classical estimates of the rate of convergence in the multi-dimensional central limit theorem. I, Theory Prob. Appl., 22 (1977), 755–772 0391.60026 LinkGoogle Scholar[3] V. I. Rotar', Non-classical estimates for the rate of convergence in the multidimensional central limit theorem. II, Theory Prob. Appl., 23 (1978), 50–62 0423.60021 LinkGoogle Scholar[4] S. V. Nagaev and , V. I. Rotar', Sharpening of Lyapunov type estimates (the case when the distributions of the summands are close to the normal distribution), Theory Prob. Appl., 18 (1973), 107–119 LinkGoogle Scholar[5] S. Ya. Shorgin, A non-classical estimate of the rate of convergence in the multi-dimensional central limit theorem taking into account large deviations, Theory Prob. Appl., 23 (1978), 667–671 LinkGoogle Scholar[6] S. V. Nagaev and , S. K. Sakoyan, An estimate for the probability of large deviations, Limit theorems and mathematical statistics (Russian), Izdat. “Fan” Uzbek. SSR, Tashkent, 1976, 132–140, 190 55:9237 Google Scholar[7] S. K. Sakoyan, Estimates for distribution functions of sums of random variables taking into account large deviations, 1977, author's abstract of dissertation, Tashkent Google Scholar[8] V. I. Rotar', Masters Thesis, Limit Theorems for Linear and Multilinear Forms, dissertation, LGU, Moscow-Leningrad, 1978 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Limit Theorems on Large DeviationsLimit Theorems of Probability Theory | 1 Jan 2000 Cross Ref Probabilistic Inequalities for Sums of Independent RandomVariables in Terms of Truncated PseudomomentsS. V. NagaevTheory of Probability & Its Applications, Vol. 42, No. 3 | 17 February 2012AbstractPDF (265 KB)On the Exit of a Random Walk From a Curvilinear BoundaryM. U. Gafurov and V. I. Rotar’Theory of Probability & Its Applications, Vol. 28, No. 1 | 17 July 2006AbstractPDF (477 KB) Volume 27, Issue 2| 1983Theory of Probability & Its Applications215-440 History Submitted:26 March 1980Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1127034Article page range:pp. 324-337ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics