Generalization and refinement of the integro-local stone theorem for sums of random vectors

A. A. Borovkov

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract

The integro-local Stone theorem on the asymptotics of the probability that a sum of random vectors enters a small cube is (a) refined under additional moment and structural conditions; (b) generalized to a case of nonidentically distributed summands in the triangular array scheme; (c) the results of item (b) are refined under additional moment and structural conditions.

Original languageEnglish
Pages (from-to)590-612
Number of pages23
JournalTheory of Probability and its Applications
Volume61
Issue number4
DOIs
Publication statusPublished - 1 Jan 2017

Keywords

  • Bound for the remainder term
  • Integro-local stone theorem
  • Sums of random vectors
  • Triangular array scheme

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