On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of m-dependent random variables

DOI10.1007/S10986-020-09478-6zbMATH Open1451.60032OpenAlexW3017364398MaRDI QIDQ779820FDOQ779820

Authors: Tran Loc Hung, Phan Tri Kien 

Publication date: 14 July 2020

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-020-09478-6

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zbMATH Keywords

strictly stationary sequence\(m\)-dependent random variablesgeometric random sumsZolotarev's distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cites Work

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Cited In (6)

• On some approximations for sums of \(m\)-dependent random variables
• On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables
• On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
• Convergence rates in the limit theorems for random sums of \(m\)-orthogonal random variables
• Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications
• On the rates of convergence in weak limit theorems for normalized geometric sums

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