Approximation for Abel sums of independent, identically distributed random variables (Q1063933)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation for Abel sums of independent, identically distributed random variables |
scientific article |
Statements
Approximation for Abel sums of independent, identically distributed random variables (English)
0 references
1985
0 references
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.
0 references
strong approximation
0 references
Abel sums
0 references
Prohorov-Lévy distance
0 references
