A central limit theorem for sums of a random number of independent random variables

DOI10.4064/CM-35-1-147-158zbMATH Open0351.60051OpenAlexW333174462MaRDI QIDQ4121256FDOQ4121256

Zdzisław Rychlik

Publication date: 1976

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/cm-35-1-147-158

Mathematics Subject Classification ID

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

Cited In (10)

• A central limit theorem for martingales
• Convergence in law of random sums with non-random centering
• Limit behavior of sums of a random number of independent random variables
• On the rates of convergence in central limit theorems for compound random sums of independent random variables
• On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables
• Martingale random central limit theorems
• Title not available (Why is that?)
• On the weak laws of large numbers for compound random sums of independent random variables with convergence rates
• Limit distributions for risk processes in case of claim amounts of finite expectation
• A Necessary and Sufficient Condition for Convergence in Law of Random Sums of Random Variables Under Nonrandom Centering

This page was built for publication: A central limit theorem for sums of a random number of independent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4121256)