On the speed of convergence of the distribution of random sums of weighted independent variables

DOI10.1080/07474949108836223zbMATH Open0733.60043OpenAlexW2088739341MaRDI QIDQ3359489FDOQ3359489

Authors: Stergios Fotopoulos 

Publication date: 1991

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949108836223

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zbMATH Keywords

convergence rateexponential boundsweighted independent random variablesapproximation order in the central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Sharp orders of convergence in the random central limit theorem
• Remark on the rate of convergence in the random central limit theorem for mixing sequences
• The exact approximation order in the central-limit-theorem for random summation
• On the central limit theorem for the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables
• Limiting behavior of weighted sums of independent random variables

Cited In (12)

• A random functional central limit theorem for stationary linear processes generated by martingales
• Refinement of convergence rates for weighted sums of independent random variables
• Estimations of the Trotter's distance of two weighted random sums of \(d\)-dimensional independent random variables
• On closeness of two discrete weighted sums
• Generalized Davis-Gut law for weighted sums of random variables
• Khinchine's theorem and Edgeworth approximations for weighted sums
• On large deviations for random sums of the squares of weighted Gaussian random variables
• On the asymptotic behavior of randomly weighted averages
• Normal approximation for weighted sums under a second-order correlation condition
• Asymptotic normality for random sums of linear processes
• Edgeworth corrections in randomized central limit theorems
• Asymptotics of weighted random sums

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