Rates of Convergence for Some Functionals in Probability

DOI10.1214/AOMS/1177692720zbMATH Open0239.60024OpenAlexW1965740873MaRDI QIDQ5649730FDOQ5649730

Authors: Stanley A. Sawyer 

Publication date: 1972

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692720

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cited In (14)

• Estimate of the rate of convergence of distributions of additive functionals of a sequence of sums of independent random variables
• Rate of convergence in a multidimensional invariance principle for functionals of integral form
• Rate of convergence in the invariance principle for martingale difference arrays
• An Extremal Property of Independent Random Variables
• Law of large numbers and central limit theorem for randomly forced PDE's
• Rate of convergence in the weak invariance principle for deterministic systems
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Fibering method in some probabilistic problems
• A survey of queueing theory
• On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes
• Speeds of metric probability convergence
• A remark on the skorohod representation
• Skorohod embedding of multivariate RV's, and the sample DF
• Diffusive limits of Lipschitz functionals of Poisson measures

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