Approximation by distributions of sums of conditionally independent random variables
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Publication:1072215
DOI10.1007/BF00969125zbMath0587.60020MaRDI QIDQ1072215
Publication date: 1984
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
probability metricconditionally independent random variablesdependent Banach space valued random variables
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (4)
Approximation by distributions of sums of smoothly dependent random variables ⋮ Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I ⋮ Estimate of rate of convergence in the CLT for dependent two-dimensional random vectors ⋮ Estimating the convergence rate in the CLT for dependent random elements in a Hilbert space
Cites Work
- Approximation of distributions of sums of dependent random variables with values in a Banach space
- Approximation of Distributions of Sums of Independent Random Variables with Values in Infinite-Dimensional Spaces
- Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables
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