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

School of 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

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

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

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Sums of Independent Random Variables

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