On the rate of convergence in the local limit theorem for triangular arrays of random variables
V. P. KnopovaTheory of Stochastic Processes
Vol.18 (34), no.2, 2012, pp.24-32
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 $\{X_{k,n},\, k=1,..,a_n, \, n\in \mathds{N}\}$.