Approximation of distributions of sums of dependent random variables with values in a Banach space
type: Item
instance of: scholarly article
title: Approximation of distributions of sums of dependent random variables with values in a Banach space
zbMATH Open document ID: 0539.60013
DOI: 10.1007/BF00966463
author: P. P. Gudinas
published in: Lithuanian Mathematical Journal
publication date: 1983-01-01T00:00:00Z
review text: In the paper the problem of approximation of the distribution of the sum of dependent random elements in a Banach space is considered. In the case of independent summands so-called ideal metrics play a rather important role; see \textit{V. M. Zolotarev} Teor. Veroyat. Primen. 22, 449-465 (1977; Zbl 0385.60025). The author's aim is to introduce some metric distances, which are suitable for dealing with dependent summands.
Mathematics Subject Classification ID: 60B12
zbMATH DE Number: 3858059
zbMATH Keywords: problem of approximation
zbMATH Keywords: dependent random elements
zbMATH Keywords: metric distances
reviewed by: V. Paulauskas
MaRDI profile type: Publication
cites work: Approximation of Distributions of Sums of Independent Random Variables with Values in Infinite-Dimensional Spaces
cites work: Ideal Metrics in the Problem of Approximating Distributions of Sums of Independent Random Variables
cites work: Q5628553
cites work: Q4139369
cites work: Distances of Probability Measures and Random Variables
description: scientific article; zbMATH DE number 3858059