Approximation for Abel sums of independent,identically distributed random variables |
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| Authors: | Lajos Horváth |
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| Affiliation: | Bolyai Institute, Szeged University, H-6720 Szeged, Aradi vértanúk tere 1, Hungary |
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| Abstract: | This note represents a probability inequality for an approximation of Abel sums of independent, identically distributed random variables. This approximation implies a rate for the Prohorov-Lévy distance between Abel sums and their limit process. |
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| Keywords: | Abel summation method strong approximation Prohorov-Lévy distance |
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