A quantitative discounted central limit theorem using the Fourier metric
classification
🧮 math.PR
keywords
discountedcentrallimittheoremfouriermetricquantitativeapproaches
read the original abstract
The discounted central limit theorem concerns the convergence of an infinite discounted sum of i.i.d. random variables to normality as the discount factor approaches $1$. We show that, using the Fourier metric on probability distributions, one can obtain the discounted central limit theorem, as well as a quantitative version of it, in a simple and natural way, and under weak assumptions.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.