Local invariance principle for independent and identically distributed random variables
نویسندگان
چکیده
منابع مشابه
On the Invariance Principle for Sums of Independent Identically Distributed Random Variables
The paper deals with the invariance principle for sums of independent identically distributed random variables. First it compares the different possibilities of posing the problem. The sharpest results of this theory are presented with a sketch of their proofs. At the end of the paper some unsolved problems are given.
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Let Sk be the k-th partial sum of Banach space valued independent identically distributed random variables. In this paper, we compare the tail distribution of ‖Sk‖ with that of ‖Sj‖, and deduce some tail distribution maximal inequalities. The main result of this paper was inspired by the inequality from [dP–M] that says that Pr(‖X1‖ > t) ≤ 5 Pr(‖X1 +X2‖ > t/2) whenever X1 and X2 are independent...
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Frequently the need arises for the computer generation of variates that are exact/y distributed as 2 = max(X,, . , X.) where X,, . . . , X, form a sequence of independent identically distributed random variables. For large n the individual generation of the Xi’s is unfeasible, and the inversion-of-a-beta-variate is potentially inaccurate. In this paper, we discuss and compare the corrected inve...
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We discuss saddlepoint approximations to the distribution of the sum of independent nonidentically distributed binomial random variables. The saddlepoint solution is the root of a polynomial equation. The paper provides an expression for the coefficients of a polynomial of any degree, the root of which can be found using a simple root-finding algorithm. We examine the accuracy of the saddlepoin...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 2006
ISSN: 0040-361X
DOI: 10.4213/tvp57