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On Esseen type inequalities for combinatorial random sums
Authors:Andrei N. Frolov
Affiliation:Department of Mathematics and Mechanics, St. Petersburg State University, St. Petersburg, Russia
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.
Keywords:Berry–Esseen inequality  combinatorial central limit theorem  Esseen inequality  random sums.
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