Sums of Independent Random Vectors: Proximity Estimating

DOI10.1080/15326340600878081MaRDI QIDQ3424142zbMATH OpenOpenAlexFDO

Authors Juan Ruiz de Chávez, Evgueni Gordienko

Publication date 15 February 2007

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340600878081

zbMATH Keywords

Fourier transformproximity inequalitysums of independent random vectorsthe total variation metricthe weighted variationZolotarev's metric

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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Cites work

• Estimates of stability of geometric convolutions
• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 1040052 (Why is no real title available?)
• Normal approximation - some recent advances
• On the accuracy of normal approximation for the densities of sums of independent identically distributed random variables
• On the Difference between the Distribution Functions of Two Random Sums of Independent Random Variables
• Uniform Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem

Cited in

(7)

• Estimates for the closeness of successive convolutions of multidimensional symmetric distributions
• Estimates for the variational distance between two sets of independent random variables
• scientific article; zbMATH DE number 3998865 (Why is no real title available?)
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• scientific article; zbMATH DE number 7307484 (Why is no real title available?)
• Comparing the distributions of sums of independent random vectors
• On proximity of distributions of successive sums with respect to the Prokhorov distance

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