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An approximation of partial sums of independent RV’s and the sample DF. II. (English) Zbl 0307.60045


MSC:

60G50 Sums of independent random variables; random walks
60B10 Convergence of probability measures
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[1] Komlós, J., Major, P., Tusnády, G.: Weak convergence and embedding. Trans. Coll. Limit Theorems. 149-165, Keszthely 1974 · Zbl 0342.60009
[2] Komlós, J.; Major, P.; Tusnády, G., An approximation of partial sums of independent RV’s and the sample DF.I., Z. Wahrscheinlichkeitstheorie verw. Gebiete, 32, 111-131 (1975) · Zbl 0308.60029
[3] Petrov, V. V., On sums of independent random variables, 270 (1972), Moscow: Nauka, Moscow
[4] Petrov, V. V., A local theorem for densities of sums of independent random variables (in Russian), Teor. Verojatnost. i Primenen., 3, 349-357 (1956) · Zbl 0073.12601
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