On concentration of distributions of random weighted sums

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Abstract

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

Original languageEnglish (US)
Pages (from-to)195-215
Number of pages21
JournalAnnals of Probability
Volume31
Issue number1
DOIs
StatePublished - Jan 2003

Keywords

  • Central limit theorem
  • Concentration
  • Typical distributions

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