Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law

DOI10.1186/1029-242X-2013-320MaRDI QIDQ2437699zbMATH OpenOpenAlexWikidataFDO

Authors Emanuele Dolera

Publication date 13 March 2014

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/1029-242x-2013-320

zbMATH Keywords

Berry-Esseen inequalitiescentral limit theoremcompletely monotone functionconditional independenceTaylor formula

Mathematics Subject Classification ID

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

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Cites work

• Central Limit Theorems for Interchangeable Processes
• Central limit theorems for solutions of the Kac equation: speed of approach to equilibrium in weak metrics
• De Finetti's theorem for Markov chains
• Entropy production by block variable summation and central limit theorems
• Fisher information inequalities and the central limit theorem
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Fourier-based distances and Berry-Esseen like inequalities for smooth densities
• On mixtures of distributions of Markov chains.
• On the rate of convergence in the entropic central limit theorem
• On the real accuracy of approximation in the central limit theorem
• Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem
• Some estimates of the normal approximation for independent non-identically distributed random variables
• Speed of approach to equilibrium for Kac's caricature of a Maxwellian gas
• The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation

Cited in

(9)

• Approximation of distributions of sums of weakly dependent random variables by the normal distribution
• Poincaré inequalities and normal approximation for weighted sums
• A generalization of the Wang-Ahmad inequality
• Characterization of weak convergence of probability-valued solutions of general one-dimensional kinetic equations
• Some applications of the Stein-Chen method for proving Poisson convergence
• scientific article; zbMATH DE number 1510515 (Why is no real title available?)
• Proof of a McKean conjecture on the rate of convergence of Boltzmann-equation solutions
• A conditional Berry-Esseen inequality
• Normal approximation for weighted sums under a second-order correlation condition

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