On normal approximation of discounted and strongly mixing random variables

DOI10.1007/S10986-007-0022-XMaRDI QIDQ2376371zbMATH OpenOpenAlexFDO

Authors Jonas Kazys Sunklodas

Publication date 21 June 2013

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-007-0022-x

zbMATH Keywords

discounted central limit theoremLipschitz conditionStein's methodstrong mixing condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cites work

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• On normal approximations to strongly mixing random fields
• On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
• The Discounted Central Limit Theorem and its Berry-Esseen Analogue
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance

Cited in

(5)

• On the discounted global CLT for some weakly dependent random variables
• On error–estimates in the central limit theorem for generalized linear discounting
• On Normal Approximation for Strongly Mixing Random Fields
• Uniform bound for asymptotic normality of discounted \(m\)-dependent random variables using Heinrich's method
• On normal approximation for strongly mixing random variables

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