scientific article; zbMATH DE number 4007334

Publication date 1987

rate of convergence central limit theorem infinitely divisible distributions law of large numbers law of iterated logarithm Esseen's inequality inequalities for generalized moments necessary and sufficient conditions for the convergence of sums necessary and sufficient conditions for the law of iterated logarithm

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60Fxx)

Cited in

(only showing first 100 items - show all)

Asymptotische Gesetƶe der Wahrscheinlichkeitsrechnung
Some estimates of the normal approximation for independent non-identically distributed random variables
A refinement of non-uniform estimates of the rate of convergence in the central limit theorem under the existence of moments of orders no higher than two
Lower estimate of Jackson's constant in \(L_p\)-spaces on the sphere with Dunkl weight function associated with dihedral group
On a random walk model on sets with self-similar structure
On strong versions of the central limit theorem.
On an analog of Feller's theorem for multiple sums
Concentration functions and entropy bounds for discrete log-concave distributions
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On concentration of distributions of random weighted sums
Asymptotically optimal criteria for testing parametric hypothesis on the distribution of a random vector. I.
Asymptotically optimal criteria for testing hypotheses on the distribution of a random vector. II
Estimates of the supremum distribution for a certain class of random processes
Infinitely divisible distributions over locally compact non-Archimedean fields
On the sharpness of Jackson's inequality in the spaces L_p on the half-line with power weight
Large and moderate deviations for \(L\)-statistics
The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
An estimation problem for the intensity density of Poisson processes
A new sufficient condition in the invariance principle for the partial sum processes of moving averages
Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers
Law of large numbers in an epidemic model
Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
Bounds for the concentration functions of random sums under relaxed moment conditions
scientific article; zbMATH DE number 1266915 (Why is no real title available?)
On the rate of convergence in the strong law of large numbers for nonnegative random variables
Kubilius-type sequences of additive functions
Asymptotically precise estimate of the accuracy of Gaussian approximation in Hilbert space
On the rate of convergence in a limit theorem for random symmetric polynomials
Strong law of large numbers for weighted sums
Moment inequalities for B-valued random vectors with applications to the strong limit theorems
A note on the almost sure convergence of sums of negatively dependent random variables
On the rate of convergence of second-degree random polynomials
scientific article; zbMATH DE number 4078402 (Why is no real title available?)
Nonparametric hypothesis testing with small type I or type II error probabilities
A probability estimate for not exceeding the unknown threshold by the Robbins-Monro algorithm
The exact order of the convergence rate in the central limit theorem for additive functions
scientific article; zbMATH DE number 3030312 (Why is no real title available?)
Remarks on summability of series formed of deviation probabilities of sums of independent identically distributed random variables
The strong law of large numbers for pairwise negatively dependent random variables
Random \(a\)-permutations in a parametric model
Lower bound on constant in Jackson inequality in different \(L_ p\)- norms
Limit theorems for multiple sums of random variables
Asymptotically proper constants in the Lyapunov theorem
On the global central limit theorem for M-dependent random variables
The approximation of localized Bernstein polynomials
Random decomposition of 0-1 linear integer programming problems and automatic choice of algorithms
Asymptotic expansions and two-sided bounds in randomized central limit theorems
An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
Precise large deviations for sums of independent random variables with consistently varying tails
scientific article; zbMATH DE number 45583 (Why is no real title available?)
Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
Small deviation probabilities for weighted sum of independent random variables with a common distribution that can decrease at zero fast enough
Strong limit theorems for increments of renewal processes
Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
An estimate for the sum of the Spitzer series and its generalization
The accuracy of strong Gaussian approximation for sums of independent random vectors
Approximate algorithms with estimates for routing problems on random inputs with a bounded number of customers per route
The rate of convergence for quadratic forms
scientific article; zbMATH DE number 4038877 (Why is no real title available?)
scientific article; zbMATH DE number 3980131 (Why is no real title available?)
The central limit theorem for \(\rho\)-mixing series patterns
Criteria of Relative and Stochastic Compactness for Distributions of Sums of Independent Random Variables
On probability and moment inequalities for supermartingales and martingales
Distributions of polynomial forms
Approximation with accompanying distributions and asymptotic expansions. II
Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables
Supply of harmonic functions of an infinite number of variables. III
Approximation theorems for localized Baskakov operators
On properties of empirical and related random processes
About the distance between the distributions of the sums of the random polynomial forms
Probability inequalities for sums of weakly dependent random variables
On the law of the iterated logarithm for a sequence of independent random variables
The principle of invariance in the Donsker form to the partial sum processes of finite order moving averages
Kernel estimation for characteristics of pure jump processes
The law of the iterated logarithm for sums of exponentially stabilizing functionals
Two-sided estimates for constants in the Marcinkiewicz inequalities
On a problem of A. N. Kolmogorov
Asymptotic expansions for the maximum of random number of random variables
Rosenthal inequality for NOD sequences and its applications
scientific article; zbMATH DE number 3881574 (Why is no real title available?)
Limit theorems for multi-indexed sums of random variables
Central limit theorem and Diophantine approximations
A strong law of large numbers for ruled sums
Nonuniform estimate in the central limit theorem for additive functions
Inequalities for variances of some functions of random variables
Estimation of distribution tails for normalized and self-normalized sums
Uniform capacitated facility location problem with random input data
Strengthenings of the Lyapunov, Hölder, and Minkowski inequalities
Probabilistic analysis of an approximation algorithm for the m-peripatetic salesman problem on random instances unbounded from above
On a power of optimal test for asymptotic distinction of statistical hypotheses for distributions with heavy tails
On the almost sure central limit theorem for randomly indexed sums
Divisible statistics
On the rate of decay of concentration functions of \(n\)-fold convolutions of probability distributions
Normal approximation for weighted sums under a second-order correlation condition
Examples of divergent Fourier series for a wide class of rearranged Walsh-Paley system
Local limit theorems for large deviations
On a model of sub- and superdiffusion on self-similar topological spaces
On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
Moment inequality for sums of multi-indexed dependent random variables

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