Approximation for Abel sums of independent, identically distributed random variables (Q1063933)

From MaRDI portal





scientific article; zbMATH DE number 3917370
Language Label Description Also known as
English
Approximation for Abel sums of independent, identically distributed random variables
scientific article; zbMATH DE number 3917370

    Statements

    Approximation for Abel sums of independent, identically distributed random variables (English)
    0 references
    0 references
    1985
    0 references
    This paper presents a probability inequality for an approximation of Abel sums of independent, identically distributed random variables. This approximation implies a rate for the Prohorov-Lévy distance between Abel sums and their limit processes.
    0 references
    strong approximation
    0 references
    Abel sums
    0 references
    Prohorov-Lévy distance
    0 references

    Identifiers