ON THE EXACT ORDER OF NORMAL APPROXIMATION IN MULTIVARIATE RENEWAL THEORY.

Abstract:

Equivalence of rates of convergence in the central limit theorem for the vector of maximum sums and the corresponding first-passage variables is established. A similar result for the vector of partial sums and the corresponding renewal variables is also given. The results extend to several dimensions the bivariate results of I. A. Ahmad.

Año de publicación:

1985

Keywords:

Fuente:

scopus