On the Accuracy of the Normal Approximation of the Distribution of a Random Sum of Random Vectors

DOI10.1137/1130041zbMATH Open0585.60037OpenAlexW2059790050MaRDI QIDQ3709538

S. S. Barsov

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130041

zbMATH Keywords

indicesrate of convergence in the central limit theoremrandom vectors in a Hilbert spacesums with random

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution

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