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math.PR2020
Bounds for the accuracy of invalid normal approximation
Alexandra Dorofeeva, Victor Korolev, Alexander Zeifman
In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem fo…
math.PR2020
Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
Victor Korolev, Alexander Zeifman
In the paper, upper bounds for the rate of convergence in laws of large numbers for mixed Poisson random sums are constructed. As a measure of the distance between the limit and pr…