Rates for the CLT via new ideal metrics (Q1122211): Difference between revisions
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Latest revision as of 02:13, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rates for the CLT via new ideal metrics |
scientific article |
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Rates for the CLT via new ideal metrics (English)
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1989
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Let \((B,\| \cdot \|)\) be a separable Banach space, \(X=X(B)\) the vector space of all random variables taking values in B. New ideal probability metrics of convolution type for the space X are introduced and it is shown that they provide refined rates of convergence of the sum \(S_ n=n^{-1/\alpha}(X_ 1+...+X_ n)\) of i.i.d. random variables in X(B) to a stable limit law \(Y_{\alpha}\) in X(B), where \(\alpha\in (0,2]\).
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probability metrics of convolution type
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rates of convergence
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stable limit law
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