The Discounted Central Limit Theorem and its Berry-Esseen Analogue
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Publication:5630432
DOI10.1214/aoms/1177693529zbMath0224.60012OpenAlexW1964557914MaRDI QIDQ5630432
Publication date: 1971
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177693529
Related Items (24)
Discounted payments theorems for large deviations ⋮ On normal approximation of discounted and strongly mixing random variables ⋮ Exceedances of records ⋮ Limit theorems for methods of summation of independent random variables. I ⋮ Uniform bound for asymptotic normality of discounted \(m\)-dependent random variables using Heinrich's method ⋮ Ruin estimates under interest force ⋮ Some remarks on the existence of densities for sums with weights ⋮ Approximations for the distribution of perpetuities with small discount rates ⋮ Stochastic Abelian and Tauberian theorems ⋮ Rate of convergence to the normal law in \(L_ p\). ⋮ A quantitative discounted central limit theorem using the Fourier metric ⋮ On the discounted global CLT for some weakly dependent random variables ⋮ The Discounted Large Deviation Principle for Autoregressive Processes ⋮ The central limit theorem for summability methods of I.I.D. random variables ⋮ A limit theorem for discounted sums ⋮ Summability methods and almost sure convergence ⋮ The discounted limit theorems ⋮ Ruin problems with compounding assets ⋮ Asymptotic normality of sums of Hilbert space valued random elements ⋮ Consistency of global LSE for MA(1) models ⋮ Limit theorems for discounted convergent perpetuities ⋮ The Discounted Berry-Esséen Analogue for Autoregressive Processes ⋮ Approximation for Abel sums of independent, identically distributed random variables ⋮ On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals
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