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Variations on the Berry--Esseen Theorem

✍ Scribed by Klartag, B.; Sodin, S.


Book ID
118220037
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
246 KB
Volume
56
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On the Berry-Esseen theorem
✍ William Feller πŸ“‚ Article πŸ“… 1968 πŸ› Springer 🌐 English βš– 366 KB
On a Berry-Esseen theorem for compound P
✍ M.J. Goovaerts; P. Van Goethem πŸ“‚ Article πŸ“… 1978 πŸ› Elsevier Science 🌐 English βš– 503 KB

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