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Approximation of convolutions by accompanying laws without centering. (English) Zbl 1077.60004

Zap. Nauchn. Semin. POMI 320, 44-53 (2004); translation in J. Math. Sci., New York 137, No. 1, 4510-4515 (2006).
The aim of this paper is to give a sharpening of a result of L. LeCam [in: Bernoulli-Bayes-Laplace Anniversary Vol., 179–202 (1965; Zbl 0139.35203)], which estimates the rate of approximation in the Kolmogorov distance for distributions of sums of independent random variables.

MSC:

60B10 Convergence of probability measures
60G50 Sums of independent random variables; random walks

Citations:

Zbl 0139.35203
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