On the normal approximation under some condition for a differential equation of the characteristic function

DOI10.1007/S10986-016-9308-1zbMATH Open1342.60036OpenAlexW2325416928WikidataQ115381971 ScholiaQ115381971MaRDI QIDQ282139FDOQ282139

Authors: Jonas Kazys Sunklodas 

Publication date: 12 May 2016

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

Full work available at URL: https://doi.org/10.1007/s10986-016-9308-1

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zbMATH Keywords

normal approximationWasserstein distanceKolmogorov distance\(L_s\) normsindependent identically distributed random variablesrandom sumsupper bounds

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

Cites Work

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• Normal Approximation by Stein’s Method
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• Berry-Esseen bounds for random sums of non-i.i.d. random variables
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• On the normal approximation of a binomial random sum
• On the rate of convergence of \(L_p\) norms in the CLT for Poisson and gamma random variables
• On the normal approximation of a sum of a random number of independent random variables
• Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables
• On the normal approximation of a negative binomial random sum
• On the rate of convergence of \(L_p\) norms in the CLT for Poisson random sum
• New Berry-Esseen and Wasserstein bounds in the CLT for non-randomly centered random sums by probabilistic methods
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• On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
• The number of two-dimensional maxima
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• \(L_1\) bounds for asymptotic normality of random sums of independent random variables

Cited In (4)

• On the rate of convergence in limit theorems for negative-binomial random sums
• Some estimates of the normal approximation for mixture of Poisson and gamma random variables
• The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables
• Title not available (Why is that?)

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