On concentration of distributions of random weighted sums

S. G. Bobkov

doi:10.1214/aop/1046294309

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Home > Journals > Ann. Probab. > Volume 31 > Issue 1 > Article

January 2003 On concentration of distributions of random weighted sums

S. G. Bobkov

Ann. Probab. 31(1): 195-215 (January 2003). DOI: 10.1214/aop/1046294309

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Abstract

For noncorrelated random variables, we study the rate of approximation of distributions of weighted sums by "typical'' distributions.

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S. G. Bobkov. "On concentration of distributions of random weighted sums." Ann. Probab. 31 (1) 195 - 215, January 2003. https://doi.org/10.1214/aop/1046294309