A New Asymptotic Expansion and Asymptotically Best Constants in Lyapunov's Theorm. I.

DOI10.1137/S0040585X97978932MaRDI QIDQ3147223zbMATH OpenOpenAlexFDO

Authors Gennadiy P. Chistyakov

Publication date 18 September 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97978932

zbMATH Keywords

asymptotic expansioncentral limit theoremcharacteristic functionsBerry-Esseen boundsLyapunov's theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

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Cited in

(10)

• An optimal Berry-Esseen type theorem for integrals of smooth functions
• A New Asymptotic Expansion and Asymptotically Best Constants in Lyapunov's Theorem. II
• A New Asymptotic Expansion and Asymptotically Best Constants in Lyapunov's Theorem. III
• The rate of convergence of some asymptotic expansions for distribution approximations via an Esseen type estimate
• On a problem of A. N. Kolmogorov
• Asymptotically proper constants in the Lyapunov theorem
• The lower asymptotically exact constant in the central limit theorem
• Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables
• Estimates of the proximity of a distribution to the normal law
• On the accuracy of the normal approximation for sums of symmetric independent random variables

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