On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables
From MaRDI portal
Publication:779820
DOI10.1007/s10986-020-09478-6zbMath1451.60032OpenAlexW3017364398MaRDI QIDQ779820
Publication date: 14 July 2020
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-020-09478-6
strictly stationary sequence\(m\)-dependent random variablesgeometric random sumsZolotarev's distance
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
Related Items (2)
Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications ⋮ On some approximations for sums of \(m\)-dependent random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximation methods in probability theory
- The Baum-Katz theorem for dependent sequences
- A central limit theorem for \(m\)-dependent random variables
- Asymptotic results for random sums of dependent random variables
- Limit distributions of sums of m-dependent Bernoulli random variables
- A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
- New rates for exponential approximation and the theorems of Rényi and Yaglom
- On a probability metric based on Trotter operator
- The central limit theorem for dependent random variables
- Compound geometric approximation under a failure rate constraint
- Proximity of probability distributions in terms of Fourier-Stieltjes transforms
- Non-Uniform Estimates and Asymptotic Expansions of the Remainder in the Central Limit Theorem form-Dependent Random Variables
- A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
- A method for the derivation of limit theorems for sums of m-dependent random variables
- Approximation of Distributions of Sums of Independent Random Variables with Values in Infinite-Dimensional Spaces
- METRIC DISTANCES IN SPACES OF RANDOM VARIABLES AND THEIR DISTRIBUTIONS
- An extension of central limit theorem for randomly indexed m-dependent random variables
- A central limit theorem for randomly indexed m-dependent random variables
- Some Limit Theorems for Stationary Processes
This page was built for publication: On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of \(m\)-dependent random variables