probability distributions in R^k, convolutions Bergström identity Appell polynomials Chebyshev–Cramer asymptotic expansion
How to Cite
Bikelis, A. , Augutis, J. and Padvelskis, K. (2011) “Asymptotic expansion in approximation by normal law”, Lietuvos matematikos rinkinys, 52(proc. LMS), pp. 349–352. doi:10.15388/LMR.2011.tt01.
Asymptotic expansion in approximation by normal law
Abstract
We consider the asymptotic behavior of the convolution P*n(A\sqrt{n}) of a k-dimensional probability distribution P(A) as n \to \infty for A from the \sigma-algebra M of Borel subsets of Euclidian space Rk or from its subclasses.