Let {~k} be the normalized sums corresponding to a sequence of i.i.d, variables with zero mean and unit variance. Define random measures n k=l and let G be the normal distribution. We show that for each continuous function h satisfying f h dG<~ and a mild regularity assumption, one has limfhdO,=fhdG
โฆ LIBER โฆ
On stable convergence in the central limit theorem
โ Scribed by Tsung-Lin Cheng; Yuan-Shih Chow
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 106 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
On the convergence of generalized moment
โ
Ildar Ibragimov; Mikhail Lifshits
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 338 KB
Sharp orders of convergence in the rando
โ
Dieter Landers; Lothar Rogge
๐
Article
๐
1988
๐
Elsevier Science
๐
English
โ 918 KB
Rate-of-convergence in the multivariate
โ
Makoto Maejima; Svetlozar T. Rachev
๐
Article
๐
1997
๐
Elsevier Science
๐
English
โ 293 KB
We study the rate-of-convergence in the multivariate max-stable limit theorem in terms of various probability metrics.
On Convergence Rates in the Central Limi
โ
H.-K. Hwang
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 210 KB
Flajolet and Soria established several central limit theorems for the parameter 'number of components' in a wide class of combinatorial structures. In this paper, we shall prove a simple theorem which applies to characterize the convergence rates in their central limit theorems. This theorem is also
On the pointwise central limit theorem a
โ
I Berkes; E Csรกki
๐
Article
๐
1996
๐
Elsevier Science
๐
English
โ 397 KB
Nonuniform bounds on the rate of converg
โ
Konrad Joos
๐
Article
๐
1991
๐
Elsevier Science
๐
English
โ 588 KB