Berry-Esseen bounds for typical weighted sums

S. G. Bobkov, G. P. Chistyakov, F. Götze

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3 Scopus citations

Abstract

Under correlation-type conditions, we derive upper bounds of order (Formula Presented) for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.

Original languageEnglish (US)
Article number92
JournalElectronic Journal of Probability
Volume23
DOIs
StatePublished - 2018

Bibliographical note

Funding Information:
*School of Mathematics, University of Minnesota, USA, and National Research University Higher School of Economics, Russian Federation; E-mail: bobkov@math.umn.edu †Research was partially supported by SFB 1283 at Bielefeld University. ‡Research was partially supported by the NSF grant DMS-1612961 and the Russian Academic Excellence Project 05-100. §Faculty of Mathematics, University of Bielefeld, Germany; E-mail: chistyak@math.uni-bielefeld.de ¶Faculty of Mathematics, University of Bielefeld, Germany; E-mail: goetze@math.uni-bielefeld.de

Keywords

  • Normal approximation
  • Sudakov’s typical distributions

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