The method of cumulants for the normal approximation (Q2135728)
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| Language | Label | Description | Also known as |
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| English | The method of cumulants for the normal approximation |
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The method of cumulants for the normal approximation (English)
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9 May 2022
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The authors present a survey on the method of cumulants for the normal approximation for a real-valued random variable. This survey includes classical quantitave results developed by the Lithuanian school of probability with self-contained proofs and accessible introductions to the topics. Recent results are also discussed.
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cumulants
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central limit theorems
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Berry-Esseen theorems
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large and moderate deviations
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heavy-tailed variables
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