On concentration of distributions of random weighted sums

• S. G. Bobkov ^[1]
  1. [1] University of Minnesota

     University of Minnesota

     City of Minneapolis, Estados Unidos

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 31, Nº. 1, 2003, págs. 195-215
• Idioma: inglés
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• Resumen

  • For noncorrelated random variables, we study the rate of approximation of distributions of weighted sums by "typical'' distributions.