Approximation for Abel sums of independent, identically distributed random variables (Q1063933): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation for Abel sums of independent, identically distributed random variables |
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Approximation for Abel sums of independent, identically distributed random variables (English)
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1985
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This paper presents a probability inequality for an approximation of Abel sums of independent, identically distributed random variables. This approximation implies a rate for the Prohorov-Lévy distance between Abel sums and their limit processes.
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strong approximation
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Abel sums
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Prohorov-Lévy distance
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