Rates of Convergence for Some Functionals in Probability

DOI10.1214/aoms/1177692720zbMath0239.60024OpenAlexW1965740873MaRDI QIDQ5649730

Stanley A. Sawyer

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692720

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (14)

Rate of convergence in a multidimensional invariance principle for functionals of integral form ⋮ Rate of convergence in the invariance principle for martingale difference arrays ⋮ Speeds of metric probability convergence ⋮ A remark on the skorohod representation ⋮ Diffusive limits of Lipschitz functionals of Poisson measures ⋮ An approximation of partial sums of independent RV'-s, and the sample DF. I ⋮ Skorohod embedding of multivariate RV's, and the sample DF ⋮ A survey of queueing theory ⋮ An Extremal Property of Independent Random Variables ⋮ Estimate of the rate of convergence of distributions of additive functionals of a sequence of sums of independent random variables ⋮ Rate of convergence in the weak invariance principle for deterministic systems ⋮ On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes ⋮ Fibering method in some probabilistic problems ⋮ Law of large numbers and central limit theorem for randomly forced PDE's

This page was built for publication: Rates of Convergence for Some Functionals in Probability