On concentration of distributions of random weighted sums
S. G. Bobkov
Source: Ann. Probab. Volume 31, Number 1
(2003), 195-215.
Abstract
For noncorrelated random variables, we study the rate of approximation of distributions of weighted sums by "typical'' distributions.
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Permanent link to this document: http://projecteuclid.org/euclid.aop/1046294309
Digital Object Identifier: doi:10.1214/aop/1046294309
Mathematical Reviews number (MathSciNet): MR1959791
Zentralblatt MATH identifier: 1015.60019
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MINNEAPOLIS, MINNESOTA 55455 E-MAIL: bobkov@math.umn.edu
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