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2016 A Local Limit Theorem for sums of independent random vectors
Dmitry Dolgopyat
Electron. J. Probab. 21: 1-15 (2016). DOI: 10.1214/16-EJP4232

Abstract

We prove a local limit theorem for sums of independent random vectors satisfying appropriate tightness assumptions. In particular, the local limit theorem holds in dimension 1 if the summands are uniformly bounded.

Citation

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Dmitry Dolgopyat. "A Local Limit Theorem for sums of independent random vectors." Electron. J. Probab. 21 1 - 15, 2016. https://doi.org/10.1214/16-EJP4232

Information

Received: 11 April 2015; Accepted: 17 May 2016; Published: 2016
First available in Project Euclid: 15 June 2016

zbMATH: 1345.60014
MathSciNet: MR3515569
Digital Object Identifier: 10.1214/16-EJP4232

Subjects:
Primary: 60F05
Secondary: 60B15

Keywords: Characteristic function , concentration inequality , lattice distribution , local limit theorem

Vol.21 • 2016
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