On Esseen type inequalities for combinatorial random sums |
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Authors: | Andrei N. Frolov |
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Affiliation: | Department of Mathematics and Mechanics, St. Petersburg State University, St. Petersburg, Russia |
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Abstract: | We derive new bounds of the remainder in a combinatorial central limit theorem with a random number of summands. Esseen type inequalities are obtained for random combinatorial sums. Various moment conditions are considered. Moments of order 2 + δ, δ ∈ (0, 1], are partial cases. A variant of a combinatorial central limit theorem is proved for random sums with indices having Poisson distributions. |
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Keywords: | Berry–Esseen inequality combinatorial central limit theorem Esseen inequality random sums. |
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