Estimates of the rate of convergence in the limit theorem for negative binomial random sums

DOI10.1007/s10958-022-06121-2zbMath1515.60068OpenAlexW4306318052WikidataQ115232547 ScholiaQ115232547MaRDI QIDQ6159084

Yu. S. Nefedova

Publication date: 1 June 2023

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-022-06121-2

zbMATH Keywords

Gaussian mixtureconvergence in distributionnegative binomial distributioncompound distributionrandom sum

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes
• An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
• A Lower Bound for the Convergence Rate in the Central Limit Theorem
• Generalized Poisson Models and their Applications in Insurance and Finance
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