A limit theorem for expectations conditional on a sum

DOI10.1007/BF01047574zbMath0780.60025OpenAlexW2000666821MaRDI QIDQ1210340

Sandy L. Zabell

Publication date: 30 January 1994

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01047574

zbMATH Keywords

rate of convergenceconditional expectationsBartlett's formula

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (7)

Representations of conditional probabilities ⋮ 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 ⋮ Refined behaviour of a conditioned random walk in the large deviations regime ⋮ Stop-loss protection for a large P2P insurance pool ⋮ Asymptotic normality of fringe subtrees and additive functionals in conditioned Galton-Watson trees ⋮ Conditional Limit Theorems for the Terms of a Random Walk Revisited

Cites Work

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• Rates of convergence for conditional expectations
• Continuous versions of regular conditional distributions
• Asymptotic Form of the Structure Function for Real Systems
• A Local Limit Theorem for Non-Identically Distributed Random Variables
• The Characteristic Function of a Conditional Statistic

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