On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables
| Autor: | Jonas Kazys Sunklodas |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
General Mathematics
010102 general mathematics Function (mathematics) 01 natural sciences Normal distribution Combinatorics 010104 statistics & probability Number theory Rate of convergence Ordinary differential equation 0101 mathematics Random variable Mixing (physics) Mathematics Central limit theorem |
| Zdroj: | Lithuanian Mathematical Journal. 58:219-234 |
| ISSN: | 1573-8825 0363-1672 |
| DOI: | 10.1007/s10986-018-9391-6 |
| Popis: | We present upper bounds for supx ∈ ℝ|P{Z N 0 (S N = X1 + ⋯ + X N ) of centered strongly mixing or uniformly strongly mixing random variables X1, X2, . . . . Here the number of summands N is a nonnegative integer-valued random variable independent of X1,X2, . . . . |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full text from SpringerLink