On the rate of convergence in the global central limit theorem for random sums of independent random variables

DOI10.1007/s10986-017-9358-zzbMath1372.60025OpenAlexW2615526547MaRDI QIDQ2401242

Jonas Kazys Sunklodas

Publication date: 31 August 2017

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

Full work available at URL: https://doi.org/10.1007/s10986-017-9358-z

zbMATH Keywords

random sumsStein's methodindependent random variablesnormal approximationglobal central limit theorem\(m\)-dependent random variables\(\tau\)-shifted distributions

Mathematics Subject Classification ID

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

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On the rate of convergence in the global central limit theorem for random sums of uniformly strong mixing random variables ⋮ On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables

Cites Work

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• \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique
• An \(L_p\) bound for the remainder in a combinatorial central limit theorem
• On the global central limit theorem for \(M\)-dependent random variables
• New Berry-Esseen and Wasserstein bounds in the CLT for non-randomly centered random sums by probabilistic methods
• Normal Approximation by Stein’s Method

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