@conference {Ramos2009,
	title = {Some Asymptotic Expansions and Distribution Approximations outside a CLT Context},
	booktitle = {Proceedings of 6th St. Petersburg Workshop on Simulation},
	series = {1},
	year = {2009},
	pages = {444-448},
	abstract = {Some asymptotic expansions non necessarily related to the central limit theorem are discussed. After observing that the smoothing inequality of Esseen implies the proximity, in the Kolmogorov distance sense, of the distributions of the random variables of two random sequences satisfying a sort of general asymptotic relation, two instances of this observation are presented. A first example, partially motivated by the the statistical theory of high precision measurements, is given by a uniform asymptotic approximation to $(g(X+ μ_n))_{n {\i}n \mathbbm{N}}$, where $g$ is some smooth function, $X$ is a random variable having a moment and a bounded density and $(μ_{n})_{n {\i}n \mathbbm{N}}$ is a sequence going to infinity; the multivariate case as well as the proofs and a complete set of references will be published elsewhere. We next present a second class of examples given by a randomization of the interesting parameter in some classical asymptotic formulas, namely, a generic Laplace{\textquoteright}s type integral, by the sequence $(μ_n X)_{n {\i}n \mathbbm{N}}$, $X$ being a Gamma distributed random variable. Finally, a simulation study of this last example is presented in order to stress the quality of asymptotic approximations proposed.},
	url = {http://pws.math.spbu.ru/procs:sixth},
	author = {Lu{\'\i}s Ramos and Manuel L. Esqu{\'\i}vel and Jo{\~a}o T. Mexia and Jo{\~a}o L. Silva}
}
