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Bull. Korean Math. Soc. 2020; 57(5): 1115-1126

Online first article March 3, 2020      Printed September 30, 2020

https://doi.org/10.4134/BKMS.b190768

Copyright © The Korean Mathematical Society.

On the rates of convergence in weak limit theorems for normalized geometric sums

Tran Loc Hung, Phan Tri Kien

University of Finance and Marketing; University of Finance and Marketing

Abstract

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The main purpose of this paper is to establish the rates of convergence in weak limit theorems for normalized geometric sums of independent identically distributed random variables via Zolotarev's probability metric.

Keywords: Geometric sums, geometrically strictly stable distribution, Zolotarev's probability metric, limit theorem

MSC numbers: Primary 60E07; 60F05

Supported by: This work was financially supported by Vietnam National Foundation for Science and Technology Development (NAFOSTED) under grant 101.01-2010.02

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