The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics

DOI10.1007/BF03322619zbMath0674.60029MaRDI QIDQ1121590

Heribert Kirschfink

Publication date: 1989

Published in: Results in Mathematics (Search for Journal in Brave)

zbMATH Keywords

Lévy-metricProhorov-metricTrotter operator-theoretic methodweak convergence of dependent random variablesZolotarev-metric

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05)

Related Items (4)

On the rate of convergence in limit theorems for random sums via Trotter-distance ⋮ A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums ⋮ On bounds in Poisson approximation for integer-valued independent random variables ⋮ On the rates of convergence in central limit theorems for compound random sums of independent random variables

Cites Work

• General random sum limit theorems for martingales with large O-rates
• Approximation of distributions of sums of dependent random variables with values in a Banach space
• Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
• General limit theorems with \({\mathfrak o}\)-rates and Markov processes under pseudo-moment conditions
• The conditional Lindeberg-Trotter operator in the resolution of the limit theorems with rates for dependent random variables. Applications to Markovian processes
• On the rate of approximation in the central limit theorem
• General theorems on rates of convergence in distribution of random variables I. General limit theorems
• General theorems on rates of convergence in distribution of random variables II. Applications to the stable limit laws and weak law of large numbers
• An approximation theorem for the Poisson binomial distribution
• Probability Metrics
• IDEAL METRICS IN THE PROBLEMS OF PROBABILITY THEORY AND MATHEMATICAL STATISTICS
• On Pseudomoments
• Approximation of Distributions of Sums of Independent Random Variables with Values in Infinite-Dimensional Spaces
• METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
• Limit Theorems with ϑ-Rates for Random Sums of Dependent Banach-Valued Random Variables
• A Central Limit Theorem for a Class of Dependent Random Variables
• An elementary proof of the central limit theorem
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