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math.PR2019
An improved multivariate version of Kolmogorov's second uniform limit theorem
Friedrich Götze, Andrei Yu. Zaitsev, Dmitry Zaporozhets
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by infinitely divisible laws may be t…
math.PR2019
Grassmann angles and absorption probabilities of Gaussian convex hulls
Friedrich Götze, Zakhar Kabluchko, Dmitry Zaporozhets
Let be an arbitrary subset in with a conic (or positive) hull . Consider its Gaussian image , where is a -matrix whose entries are independe…