The well-known Berry-Esseen theorem concerning the rate of convergence to a stable law for a sum of independent identically distributed (i.i.d.) random variables is adapted to the case of a compound Poisson process, considered in the collective risk theory. As a consequence the rate of convergence o
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On the Berry-Esseen theorem
β Scribed by William Feller
- Publisher
- Springer
- Year
- 1968
- Tongue
- English
- Weight
- 366 KB
- Volume
- 10
- Category
- Article
- ISSN
- 1432-2064
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