On the speed of convergence in the local limit theorem for triangular arrays of random variables

2013/04/02 by Victoria Knopova, Knopova, V.
Mathematics · Decision Sciences · Computer Science · #Stochastic processes and statistical mechanics #Probability and Risk Models #Bayesian Methods and Mixture Models

paper · pdf · doi:10.48550/arxiv.1304.0797

Abstract

We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables \X_k,n, k=1,..,a_n, n∈ \nat\.

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