具有2+δ-th矩的m相关随机变量调用函数的正态逼近

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2025-09-10 DOI:10.1016/j.spl.2025.110550

Ting Zhang , Lulu Tian , Tianyi Qi

引用次数: 0

摘要

对于具有固定k>；0的调用函数hk(x)=max{x−k,0}，我们应用Stein方法给出了弱矩条件下正态逼近的上界，包括均匀和非均匀两种情况。具体地说，我们讨论了对某些δ∈(0,1)具有较弱（2+δ）矩的m相关同分布随机变量的和。我们的研究结果使正态近似技术在调用函数中的应用具有更广阔的领域。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Normal approximation for call function of m-dependent random variables with 2+δ-th moment

For the call function

h_{k} (x) = max {x - k, 0}

with some fixed

k > 0

, we apply Stein’s method to give the upper bounds of normal approximation under the weaker moment condition, containing both uniform and non uniform situations. Specifically, we discuss a sum of

m

-dependent and identically distributed random variables with weaker (

2 + δ

)-th moment for some

δ \in (0, 1)

. Our results enable the application in call function to possess a broader field with normal approximation techniques.

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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