Rates of convergence for conditional expectations

DOI10.1214/AOP/1176994622MaRDI QIDQ1143065zbMATH OpenOpenAlexFDO

Authors Sandy L. Zabell

Publication date 1980

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994622

zbMATH Keywords

rates of convergenceconditional expectationsspacingsequivalence of ensemblesratio limit theorembinomial Poisson convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cited in

(7)

• A limit theorem for expectations conditional on a sum
• Asymptotic behavior of a sequence of conditional probability distributions and the canonical ensemble
• Conditional limit theorems for exponential families and finite versions of de Finetti's theorem
• Oscillations for order statistics of some discrete processes
• Large deviation estimates for a conditional probability distribution. Applications to random interaction Gibbs measures
• From risk sharing to pure premium for a large number of heterogeneous losses
• From risk reduction to risk elimination by conditional mean risk sharing of independent losses

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