On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables
Sign Up to like & getrecommendations! Published in 2018 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-018-9391-6
Abstract: 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 nonnegative integer-valued random variable independent… read more here.
Keywords: random variables; random sums; rate convergence; random ... See more keywords