Convergence rates for stopped random sums (Q1347148)

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scientific article; zbMATH DE number 739552
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Convergence rates for stopped random sums
scientific article; zbMATH DE number 739552

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    Convergence rates for stopped random sums (English)
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    2 April 1995
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    The convergence rate of randomly stopped sums to the normal distribution is estimated by \(O(\varepsilon_ n)\) where \(n^{-1/2} \leq \varepsilon_ n\).
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    stopped random sums
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    sums of random variables
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    stopping times
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    convergence
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