A Comparison Method for Distribution Functions of Sums of Independent and Dependent Random Variables

DOI10.1137/1115048zbMath0221.60008OpenAlexW4254571928MaRDI QIDQ5625993

Harald Bergström

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1137/1115048

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Distribution theory (60E99)

Related Items (5)

On high level exceedance modeling and tail inference ⋮ On some approximations for sums of \(m\)-dependent random variables ⋮ A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\) ⋮ General theorems on rates of convergence in distribution of random variables I. General limit theorems ⋮ A new look at Bergström's theorem on convergence in distribution for sums of dependent random variables

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