On the speed of convergence of the distribution of random sums of weighted independent variables

DOI10.1080/07474949108836223zbMath0733.60043OpenAlexW2088739341MaRDI QIDQ3359489

Stergios B. Fotopoulos

Publication date: 1991

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949108836223

zbMATH Keywords

exponential boundsconvergence rateweighted independent random variablesapproximation order in the central limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (2)

A random functional central limit theorem for stationary linear processes generated by martingales ⋮ Asymptotic normality for random sums of linear processes

Cites Work

• Sharp orders of convergence in the random central limit theorem
• Limiting behavior of weighted sums of independent random variables
• Remark on the rate of convergence in the random central limit theorem for mixing sequences
• 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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