On the Accuracy of the Exponential Approximation to Random Sums of Alternating Random Variables
Using the generalized stationary renewal distribution (also called the equilibrium transform) for arbitrary distributions with a finite non-zero first moment, we prove moment-type error-bounds in the Kantorovich distance for the exponential approximation to random sums of possibly dependent random v...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/11/1917 |