Rates of Convergence in Laplace’s Integrals and Sums and Conditional Central Limit Theorems

We obtained the exact estimates for the error terms in Laplace’s integrals and sums implying the corresponding estimates for the related laws of large number and central limit theorems including the large deviations approximation.

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Exact rates of convergence in some martingale central limit theorems

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2018.09.049 ◽

2019 ◽

Vol 469 (2) ◽

pp. 1028-1044 ◽

Cited By ~ 1

Author(s):

Xiequan Fan

Keyword(s):

Central Limit ◽

Limit Theorems ◽

Rates Of Convergence ◽

Central Limit Theorems

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Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/s0246-0203(01)01093-7 ◽

2002 ◽

Vol 38 (3) ◽

pp. 341-384 ◽

Cited By ~ 31

Author(s):

A Guionnet

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Central Limit ◽

Limit Theorems ◽

Upper Bounds ◽

Central Limit Theorems

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On the Rates of Convergence in Central Limit Theorems for Compound Random Sums of Independent Random Variables

Lobachevskii Journal of Mathematics ◽

10.1134/s1995080221020128 ◽

2021 ◽

Vol 42 (2) ◽

pp. 374-393

Author(s):

Tran Loc Hung

Keyword(s):

Central Limit ◽

Limit Theorems ◽

Random Variables ◽

Rates Of Convergence ◽

Central Limit Theorems ◽

Independent Random Variables ◽

Random Sums

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Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays

Lithuanian Mathematical Journal ◽

10.1007/bf00970728 ◽

1980 ◽

Vol 19 (4) ◽

pp. 538-546

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Central Limit ◽

Invariance Principle ◽

Limit Theorems ◽

Rates Of Convergence ◽

Central Limit Theorems

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Central Limit Theorems in the Area of Large Deviations for Some Dependent Random Variables.

10.21236/ada117714 ◽

1982 ◽

Author(s):

Narasinga Rao Chaganty ◽

J. Sethuraman

Keyword(s):

Large Deviations ◽

Central Limit ◽

Limit Theorems ◽

Random Variables ◽

Central Limit Theorems ◽

Dependent Random Variables

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Central Limit Theorems in the Area of Large Deviations for Some Dependent Random Variables.

10.21236/ada153125 ◽

1985 ◽

Author(s):

N. R. Chaganty ◽

J. Sethuraman

Keyword(s):

Large Deviations ◽

Central Limit ◽

Limit Theorems ◽

Random Variables ◽

Central Limit Theorems ◽

Dependent Random Variables

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Asymptotic expansions for central limit theorems for general linear stochastic processes. I: General theorems on rates of convergence

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.1670010208 ◽

1979 ◽

Vol 1 (2) ◽

pp. 241-264 ◽

Cited By ~ 2

Author(s):

P. L. Butzer ◽

U. Gather ◽

W. Törnig

Keyword(s):

Stochastic Processes ◽

Central Limit ◽

Asymptotic Expansions ◽

Limit Theorems ◽

Rates Of Convergence ◽

Central Limit Theorems ◽

General Linear

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Large deviations, central limit theorems and Lpconvergence for Young measures and stochastic homogenizations

ESAIM Probability and Statistics ◽

10.1051/ps:1998105 ◽

1998 ◽

Vol 2 ◽

pp. 135-161

Author(s):

Julien Michel ◽

Didier Piau

Keyword(s):

Large Deviations ◽

Central Limit ◽

Limit Theorems ◽

Central Limit Theorems ◽

Young Measures

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Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes

Statistics & Probability Letters ◽

10.1016/s0167-7152(96)00218-0 ◽

1997 ◽

Vol 35 (1) ◽

pp. 73-78 ◽

Cited By ~ 2

Author(s):

Toshio Mikami

Keyword(s):

Large Deviations ◽

Central Limit ◽

Limit Theorems ◽

Central Limit Theorems

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Large deviations for combinatorial distributions. I. Central limit theorems

10.1214/aoap/1034968075 ◽

1996 ◽

Vol 6 (1) ◽

pp. 297-319 ◽

Cited By ~ 22

Author(s):

Hsien-Kuei Hwang

Keyword(s):

Large Deviations ◽

Central Limit ◽

Limit Theorems ◽

Central Limit Theorems

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