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In this paper, a theorem is obtained on the approximation in short intervals of a collection of analytic functions by shifts (ζ (s + i t k α 1) , ... , ζ (s + i t k α r)) of the Riemann zeta function. Here, { t k : k ∈ N } is the sequence of Gram numbers, and α 1 , ... , α r are different positive numbers not exceeding 1. It is proved that the above set of shifts in the interval [ N , N + M ] , here M = o (N) as N → ∞ , has a positive lower density. For the proof, a joint limit theorem in short intervals for weakly convergent probability measures is applied. [ABSTRACT FROM AUTHOR]