On a probability metric based on Trotter operator

MaRDI QIDQ2474992zbMATH OpenFDO

Authors Tran Loc Hung

Publication date 20 March 2008

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Linear operators on function spaces (general) (47B38) Applications of operator theory in probability theory and statistics (47N30)

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(11)

• The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
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• On the rates of convergence in central limit theorems for compound random sums of independent random variables
• On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables
• scientific article; zbMATH DE number 1461871 (Why is no real title available?)
• On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
• On the weak laws of large numbers for compound random sums of independent random variables with convergence rates
• On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables
• On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums
• A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums
• On the rates of convergence in weak limit theorems for normalized geometric sums

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