Abstract
For noncorrelated random variables, we study the rate of approximation of distributions of weighted sums by "typical" distributions.
Original language | English (US) |
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Pages (from-to) | 195-215 |
Number of pages | 21 |
Journal | Annals of Probability |
Volume | 31 |
Issue number | 1 |
DOIs | |
State | Published - Jan 2003 |
Keywords
- Central limit theorem
- Concentration
- Typical distributions