A generalization of the Rozovskii inequality

DOI10.1007/s10958-019-04203-2zbMath1446.60018OpenAlexW2917507415MaRDI QIDQ2314453

V. A. Makarenko, R. A. Gabdullin, I. G. Shevtsova

Publication date: 23 July 2019

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-019-04203-2

zbMATH Keywords

upper boundcentral limit theoremsum of independent random variablesBerry-Esseen inequalityLindeberg functionLindeberg conditionconvergence rate estimateerror-estimateLindeberg theoremtails of second-order momentstraditional truncation techniquesuniformly asymptotically negligible

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Unnamed Item ⋮ On natural convergence rate estimates in the Lindeberg theorem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Berry-Esséen inequality without higher order moments
• Improvement of convergence rate estimates in the central limit theorem under weakened moment conditions
• Esseen-Rozovskii type estimates for the rate of convergence in the Lindeberg theorem
• A generalization of the Wang-Ahmad inequality
• On the remainder term in the central limit theorem
• Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• On error–estimates in the central limit theorem for generalized linear discounting
• Modern Theory of Summation of Random Variables
• Refinement of Lindeberg’s Theorem
• Note on the Berry-Esseen Theorem
• The Accuracy of the Gaussian Approximation to the Sum of Independent Variates