On concentration of distributions of random weighted sums
Bobkov, S. G.
Ann. Probab., Tome 31 (2003) no. 1, p. 195-215 / Harvested from Project Euclid
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For noncorrelated random variables, we study the rate of approximation of distributions of weighted sums by "typical'' distributions.
Publié le : 2003-01-14
Classification:  Concentration,  typical distributions,  central limit theorem,  60F,  60G,  46G 
@article{1046294309,
     author = {Bobkov, S. G.},
     title = {On concentration of distributions of random weighted sums},
     journal = {Ann. Probab.},
     volume = {31},
     number = {1},
     year = {2003},
     pages = { 195-215},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1046294309}
}

Bobkov, S. G. On concentration of distributions of random weighted sums. Ann. Probab., Tome 31 (2003) no. 1, pp.  195-215. http://gdmltest.u-ga.fr/item/1046294309/