H. Lam

most citedCorrections to the Central Limit Theorem for Heavy-Tailed Probability Densities

2 citations · 2 across the 1 of their papers we have counts for

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math.PR2012

Two-parameter Sample Path Large Deviations for Infinite Server Queues

J. Blanchet, X. Chen, H. Lam

Let $Q_{λ} (t, y)$ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $λ > 0$ . In the presence…

math.PR2011★ 2 cited

Corrections to the Central Limit Theorem for Heavy-Tailed Probability Densities

Henry Lam, Jose Blanchet, Damian Burch +1

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper,…