Convergence rates for stopped random sums

DOI10.1016/0377-0427(94)90176-7MaRDI QIDQ1347148zbMATH OpenOpenAlexFDO

Authors Ralf Hamböker

Publication date 2 April 1995

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(94)90176-7

zbMATH Keywords

convergencestopped random sumsstopping timessums of random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probabilistic methods, stochastic differential equations (65C99)

Review text

The convergence rate of randomly stopped sums to the normal distribution is estimated by \(O(\varepsilon_ n)\) where \(n^{-1/2} \leq \varepsilon_ n\).

Cites work

• A counterexample in the approximation theory of random summation
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• Sharp orders of convergence in the random central limit theorem
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• The multivariate normal distribution
• Uniform normal approximation orders for families of dominated measures

Cited in

(2)

• Convergence in distribution for randomly stopped random fields
• Higher Moments of Randomly Stopped Sums

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