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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2022 Volume 67, Issue 1, Pages 193–198 (Mi tvp5483)

This article is cited in 3 papers

Short Communications

On Senatov moments in asymptotic expansions in the central limit theorem

V. N. Soboleva, A. E. Kondratenkob

a Russian State University of Trade and Economics, Moscow
b Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: Representations are put forward for the moments and the truncated Senatov quasi-moments of normalized sums of random variables (r.v.'s) in terms of the Senatov moments of the original distribution. These representations make possible the direct transition from new asymptotic expansions in the central limit theorem to Gram–Charlier type expansions and are applied in the new proof of formulas for the convergence rate of these moments.

Keywords: central limit theorem, asymptotic expansions, Edgeworth–Cramér expansions, Gram–Charlier expansions, Senatov moments, Senatov quasi-moments.

Received: 20.02.2021
Accepted: 08.07.2021

DOI: 10.4213/tvp5483


 English version:
Theory of Probability and its Applications, 2022, 67:1, 154–157

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© Steklov Math. Inst. of RAS, 2024