Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions

DOI10.1137/S0040585X97T988502zbMath1388.60047arXiv1608.03001MaRDI QIDQ4641654

A. V. Dorofeeva, V. Yu. Korolev

Publication date: 18 May 2018

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

Full work available at URL: https://arxiv.org/abs/1608.03001

zbMATH Keywords

exponential distributioncentral limit theoremnormal distributiondistribution functiongamma distributionLaplace distributionPoisson-binomial distributionbinomial random suminverse gamma distributiongeometric random sumPoisson random sumabsolute constantSichel distributionfolded Student distributionfolded variance gamma distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

On the rate of convergence in limit theorems for negative-binomial random sums ⋮ On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums ⋮ Unnamed Item ⋮ On the rates of convergence to symmetric stable laws for distributions of normalized geometric random sums

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