Approximation by distributions of sums of smoothly dependent random variables

DOI10.1007/BF00968330zbMath0603.60021MaRDI QIDQ1082710

P. P. Gudinas

Publication date: 1985

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

zbMATH Keywords

rate of convergencesums of dependent random variablesmethod of probability metricspseudomoments

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Approximation of distributions of sums of dependent random variables with values in a Banach space
• Approximation by distributions of sums of conditionally independent random variables
• Exact convergence rates in some martingale central limit theorems
• Approximation of Distributions of Sums of Independent Random Variables with Values in Infinite-Dimensional Spaces
• Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables
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