Berry-Esseen bounds for typical weighted sums

DOI10.1214/18-EJP195MaRDI QIDQ1990225zbMATH OpenOpenAlexFDO

Authors S. G. Bobkov, Gennadiy P. Chistyakov, Friedrich Götze

Publication date 25 October 2018

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.06848, https://projecteuclid.org/euclid.ejp/1536976980

zbMATH Keywords

normal approximationSudakov's typical distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Abstract: Under correlation-type conditions, we derive upper bounds of order $frac1sqrtn$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

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Cited in

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• Higher order concentration on Stiefel and Grassmann manifolds
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
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• Asymptotic expansions and two-sided bounds in randomized central limit theorems
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