\(L_1\) bounds for asymptotic normality of random sums of independent random variables

DOI10.1007/s10986-013-9220-xzbMath1328.60070OpenAlexW1965517187MaRDI QIDQ889469

Jonas Kazys Sunklodas

Publication date: 6 November 2015

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

Full work available at URL: https://doi.org/10.1007/s10986-013-9220-x

zbMATH Keywords

upper boundcentral limit theoremindependent random variablesnormal approximationrandom sum\(L_1\) norm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) (L^p)-limit theorems (60F25)

Related Items

On the normal approximation under some condition for a differential equation of the characteristic function ⋮ On the rate of convergence in the global central limit theorem for random sums of independent random variables ⋮ On the normal approximation of a binomial random sum ⋮ Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings ⋮ Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions ⋮ On the normal approximation of a negative binomial random sum

Cites Work

• Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums
• Structural improvements of nonuniform convergence rate estimates in the central limit theorem with applications to Poisson random sums
• Bounds on the constant in the mean central limit theorem
• Some approximation methods for the distribution of random sums
• The Esseen inequality for sums of a random number of differently distributed random variables
• On an L\(_p\) version of the Berry-Esseen theorem for independent and m- dependent variables
• On Berry-Esseen results for the compound Poisson distribution
• On approximations to generalized Poisson distributions
• On the normal approximation of a sum of a random number of independent random variables
• Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables
• An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
• Normal Approximation by Stein’s Method
• On the Accuracy of Normal Approximation for the Distributions of Sums of a Random Number of Independent Random Variables
• The asymptotic distribution of the sum of a random number of random variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: \(L_1\) bounds for asymptotic normality of random sums of independent random variables