An estimate for the sum of the Spitzer series and its generalization

DOI10.1137/S0040585X97T990277zbMATH Open1469.60141OpenAlexW3157097593MaRDI QIDQ3389449FDOQ3389449

Authors

Publication date 10 May 2021

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

Full work available at URL https://doi.org/10.1137/s0040585x97t990277

zbMATH Keywords

zeta functionnormal lawEuler constantexpectationBerry-Esseen estimateSpitzer series

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cites work

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• A new proof of the absolute convergence of the Spitzer series
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• Corrected diffusion approximations in certain random walk problems
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• On a Method of Calculating Moments of Ladder Heights
• On calculation of moments of ladder heights
• On the Precision of an Estimate of the Remainder Term in the Central Limit Theorem
• On the absolute constants in the Berry-Esseen-type inequalities
• On the asymptotic distribution of sums of independent identically distributed random variables
• On the concentration function of a sum of independent random variables
• On the convergence conditions of the generalized Spitzer series
• On the influence of moments on the rate of convergence to the normal distribution

Cited in

(2)

• A new proof of the absolute convergence of the Spitzer series
• On one identity for distribution of sums of independent random variables

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