A quantitative discounted central limit theorem using the Fourier metric
Probability
2018-11-12 v1
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 . 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.
Cite
@article{arxiv.1804.02855,
title = {A quantitative discounted central limit theorem using the Fourier metric},
author = {Guy Katriel},
journal= {arXiv preprint arXiv:1804.02855},
year = {2018}
}