Some Estimates of the Concentration Function of Sums of m-Dependent and Markov-Dependent Random Variables

DOI10.1002/mana.3211170114zbMath0558.60021OpenAlexW2086711850MaRDI QIDQ3223611

Lothar Heinrich

Publication date: 1984

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.3211170114

zbMATH Keywords

characteristic functionconcentration functionm-dependent random variablesKolmogorov-Rogozin- Esseen inequalitypositive ergodicity coefficient

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Unnamed Item
• A method for the derivation of limit theorems for sums of m-dependent random variables
• A New Approach to the Summation Theory of Random Variables Connected in a MARKOV Chain
• On the concentration function of a sum of independent random variables

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