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

DOI10.1080/07474949108836223MaRDI QIDQ3359489zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(12)

• Asymptotics of weighted random sums
• 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

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