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Rates of Convergence in Laplace’s Integrals and Sums and Conditional Central Limit Theorems

Author

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  • Vassili N. Kolokoltsov

    (Department of Statistics, University of Warwick, Coventry CV4 7AL, UK)

Abstract

We obtained the exact estimates for the error terms in Laplace’s integrals and sums implying the corresponding estimates for the related laws of large number and central limit theorems including the large deviations approximation.

Suggested Citation

  • Vassili N. Kolokoltsov, 2020. "Rates of Convergence in Laplace’s Integrals and Sums and Conditional Central Limit Theorems," Mathematics, MDPI, vol. 8(4), pages 1-19, April.
    • Handle: RePEc:gam:jmathe:v:8:y:2020:i:4:p:479-:d:339949
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