The method of cumulants for the normal approximation
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Publication:2135728
DOI10.1214/22-PS7zbMath1493.60047arXiv2102.01459OpenAlexW3129102144MaRDI QIDQ2135728
Publication date: 9 May 2022
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.01459
cumulantscentral limit theoremslarge and moderate deviationsBerry-Esseen theoremsheavy-tailed variables
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10)
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