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Ideal Metrics and Rate of Convergence in the CLT for Random Motions

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The Methods of Distances in the Theory of Probability and Statistics

Abstract

The ideas developed in Chap. 15 are discussed in this chapter in the context of random motions defined on \({\mathbb{R}}^{d}\).

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Notes

  1. 1.

    See Rachev and Yukich [1991].

  2. 2.

    See Paulauskas [1974, 1976], Zolotarev [1986, Lemma 5.4.2], and Bhattacharya and Ranga Rao [1976, Lemma 12.1].

References

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Rachev, S.T., Klebanov, L.B., Stoyanov, S.V., Fabozzi, F.J. (2013). Ideal Metrics and Rate of Convergence in the CLT for Random Motions. In: The Methods of Distances in the Theory of Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4869-3_16

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