Approximation of distributions of sums of dependent random variables with values in a Banach space
From MaRDI portal
(Redirected from Publication:794049)
In the paper the problem of approximation of the distribution of the sum of dependent random elements in a Banach space is considered. In the case of independent summands so-called ideal metrics play a rather important role; see \textit{V. M. Zolotarev} Teor. Veroyat. Primen. 22, 449-465 (1977; Zbl 0385.60025). The author's aim is to introduce some metric distances, which are suitable for dealing with dependent summands.
Recommendations
- Approximation by distributions of sums of conditionally independent random variables
- Approximation by distributions of sums of smoothly dependent random variables
- Approximation of distributions of sums of Banach-valued random elements with infinitely divisible laws. I.
- scientific article; zbMATH DE number 868166
- scientific article; zbMATH DE number 3881236
Cites work
- Approximation of Distributions of Sums of Independent Random Variables with Values in Infinite-Dimensional Spaces
- Distances of Probability Measures and Random Variables
- scientific article; zbMATH DE number 3567657 (Why is no real title available?)
- scientific article; zbMATH DE number 3353830 (Why is no real title available?)
- Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables
Cited in
(14)- Approximation by distributions of sums of conditionally independent random variables
- Approximation by distributions of sums of smoothly dependent random variables
- Approximation of distributions of sums of Banach-valued random elements with infinitely divisible laws. I.
- Rate of convergence in the martingale central limit theorem in the space C(S)
- Approximation of distributions of sums of Banach-valued random elements by infinitely divisible laws. II
- The generalized Trotter operator and weak convergence of dependent random variables in different probability metrics
- Estimate of rate of convergence in the CLT for dependent two-dimensional random vectors
- Estimating the convergence rate in the CLT for dependent random elements in a Hilbert space
- Joint approximations of distributions in Banach spaces
- Uniform and nonuniform estimates in the CLT for Banach valued dependent random variables
- Stochastic approximation of Banach-valued random variables with smooth distributions
- scientific article; zbMATH DE number 3934091 (Why is no real title available?)
- scientific article; zbMATH DE number 4026421 (Why is no real title available?)
- Generalization of an approximation inequality
This page was built for publication: Approximation of distributions of sums of dependent random variables with values in a Banach space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q794049)
