Convergence rates in the limit theorems for random sums of m-orthogonal random variables

DOI10.1016/J.SPL.2024.110248MaRDI QIDQ6650737zbMATH OpenFDO

Authors Van Quang Nguyen, Van Huan Nguyen, Tri Kien Phan

Publication date 9 December 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

\(K\)-functionalmodulus of continuityrandom summartingale difference\(m\)-independence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

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Cites work

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• A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
• Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
• General random sum limit theorems for martingales with large O-rates
• Inequalities for sums of adapted random fields in Banach spaces and their application to strong law of large numbers
• On the accuracy of approximation of the distribution of negative-binomial random sums by the gamma distribution.
• On the weak laws of large numbers for compound random sums of independent random variables with convergence rates
• Sequences of m-orthogonal random variables
• The asymptotic distribution of the sum of a random number of random variables
• The central limit theorem for dependent random variables

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