Inequalities for convolution ratios under local approximation

MaRDI QIDQ3551302zbMATH OpenFDO

Authors Kenneth S. Berenhaut, Donghui Chen

Publication date 15 April 2010

Full work available at URL http://www.m-hikari.com/ams/ams-password-2009/ams-password33-36-2009/index.html

zbMATH Keywords

convolution ratiosinequalitieslocal limit theoremsmoment generating functionsnormal approximation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Asymptotic distribution theory in statistics (62E20)

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(4)

• Local square summability of convolutions
• Moment generating functions, local approximations and one-step conditioning
• Ratio Limit Theorem for Concentration Functions
• A convolution identity and more with illustrations

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