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We present upper bounds for supx ∈ ℝ|P{ZN 0 (SN = X1 + ⋯ + XN) of centered strongly mixing or uniformly strongly mixing random variables X1, X2, . . . . Here the number of summands N is a… Click to show full abstract
We present upper bounds for supx ∈ ℝ|P{ZN < x} − Φ(x)|, where Φ(x) is the standard normal distribution function, for random sums ZN=SN/VSN$$ {Z}_N={S}_N/\sqrt{\mathbf{V}{S}_N} $$ with variances VSN > 0 (SN = X1 + ⋯ + XN) 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, . . . .
Keywords:
random variables;
random sums;
rate convergence;
random;
mixing random;
strongly mixing
Journal Title: Lithuanian Mathematical Journal
Year Published: 2018
Link to full text (if available)
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Journal Title: Lithuanian Mathematical Journal
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!