Sums of Independent Random Variables

Sergey Bobkov; Gennadiy Chistyakov; Friedrich Götze

doi:10.1007/978-3-031-31149-9_4

Sums of Independent Random Variables

Sergey Bobkov, Gennadiy Chistyakov, Friedrich Götze

Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Abstract

In this chapter we collect basic definitions and results on the normal approximation of distributions of independent random variables (in Kolmogorov distance), and also discuss possible improved rates of approximation when replacing the normal law by corresponding Edgeworth corrections.

Original language	English (US)
Title of host publication	Probability Theory and Stochastic Modelling
Publisher	Springer Nature
Pages	63-88
Number of pages	26
DOIs	https://doi.org/10.1007/978-3-031-31149-9_4
State	Published - 2023

Publication series

Name	Probability Theory and Stochastic Modelling
Volume	104
ISSN (Print)	2199-3130
ISSN (Electronic)	2199-3149

Bibliographical note

Publisher Copyright:
© 2023, The Author(s), under exclusive license to Springer Nature Switzerland AG.

Access

10.1007/978-3-031-31149-9_4

OpenUrl availability

Full text

Cite this

@inbook{aa3a36f667a84a529a0717fc5c43449c,

title = "Sums of Independent Random Variables",

abstract = "In this chapter we collect basic definitions and results on the normal approximation of distributions of independent random variables (in Kolmogorov distance), and also discuss possible improved rates of approximation when replacing the normal law by corresponding Edgeworth corrections.",

author = "Sergey Bobkov and Gennadiy Chistyakov and Friedrich G{\"o}tze",

note = "Publisher Copyright: {\textcopyright} 2023, The Author(s), under exclusive license to Springer Nature Switzerland AG.",

year = "2023",

doi = "10.1007/978-3-031-31149-9_4",

language = "English (US)",

series = "Probability Theory and Stochastic Modelling",

publisher = "Springer Nature",

pages = "63--88",

booktitle = "Probability Theory and Stochastic Modelling",

address = "United States",

}

TY - CHAP

T1 - Sums of Independent Random Variables

AU - Bobkov, Sergey

AU - Chistyakov, Gennadiy

AU - Götze, Friedrich

PY - 2023

Y1 - 2023

N2 - In this chapter we collect basic definitions and results on the normal approximation of distributions of independent random variables (in Kolmogorov distance), and also discuss possible improved rates of approximation when replacing the normal law by corresponding Edgeworth corrections.

AB - In this chapter we collect basic definitions and results on the normal approximation of distributions of independent random variables (in Kolmogorov distance), and also discuss possible improved rates of approximation when replacing the normal law by corresponding Edgeworth corrections.

UR - http://www.scopus.com/inward/record.url?scp=85159928260&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85159928260&partnerID=8YFLogxK

U2 - 10.1007/978-3-031-31149-9_4

DO - 10.1007/978-3-031-31149-9_4

M3 - Chapter

AN - SCOPUS:85159928260

T3 - Probability Theory and Stochastic Modelling

SP - 63

EP - 88

BT - Probability Theory and Stochastic Modelling

PB - Springer Nature

ER -

Sums of Independent Random Variables

Abstract

Publication series

Bibliographical note

Access

OpenUrl availability

Other files and links

Fingerprint

Cite this