Abstract
For noncorrelated random variables, we study the rate of approximation of distributions of weighted sums by "typical'' distributions.
Citation
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
Information
Published: January 2003
First available in Project Euclid: 26 February 2003
zbMATH: 1015.60019
MathSciNet: MR1959791
Digital Object Identifier: 10.1214/aop/1046294309
Subjects:
Primary:
60F
,
60G
Secondary:
46G
Keywords:
central limit theorem
,
Concentration
,
typical distributions
Rights: Copyright © 2003 Institute of Mathematical Statistics
