Convergence rates for stopped random sums

DOI10.1016/0377-0427(94)90176-7zbMath0819.65148OpenAlexW2071899435MaRDI QIDQ1347148

Ralf Hamböker

Publication date: 2 April 1995

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(94)90176-7

zbMATH Keywords

convergencestopping timessums of random variablesstopped random sums

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Uniform normal approximation orders for families of dominated measures
• Sharp orders of convergence in the random central limit theorem
• The multivariate normal distribution
• Nonuniform central limit bounds with applications to probabilities of deviations
• A counterexample in the approximation theory of random summation
• The exact approximation order in the central-limit-theorem for random summation
• On the central limit theorem for the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables

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