On concentration of distributions of random weighted sums

S. G. Bobkov

doi:10.1214/aop/1046294309

On concentration of distributions of random weighted sums

S. G. Bobkov

Mathematics

Research output: Contribution to journal › Article › peer-review

47 Scopus citations

Abstract

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

Original language	English (US)
Pages (from-to)	195-215
Number of pages	21
Journal	Annals of Probability
Volume	31
Issue number	1
DOIs	https://doi.org/10.1214/aop/1046294309
State	Published - Jan 2003

Keywords

Central limit theorem
Concentration
Typical distributions

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On concentration of distributions of random weighted sums

Abstract

Keywords

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