On the speed of convergence in the random central limit theorem for ?-mixing processes

DOI10.1007/BF00536200zbMath0465.60027MaRDI QIDQ3917241

Erich Schneider

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

random central limit theoremspeed of convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (8)

The order of approximation in the central limit theorem for random summation ⋮ Approximation of distributions of sums of weakly dependent random variables by the normal distribution ⋮ A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey ⋮ Sensitivity of risk measures with respect to the normal approximation of total claim distributions ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3313020 Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants] ⋮ Moduli of continuity for the Lyapunov exponents of random 𝐺𝐿(2)-cocycles ⋮ Rate of convergence in the central limit theorem for random variables with strong mixing ⋮ On U-statistics and v. mise? statistics for weakly dependent processes

Cites Work

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• Convergence rates in the central limit theorem for stationary mixing sequences of random vectors
• A counterexample in the approximation theory of random summation
• On nonuniform Gaussian approximation for random summation
• Remark on the rate of convergence in the random central limit theorem for mixing sequences
• On the accuracy of nonuniform Gaussian approximation to the distribution functions of sums of independent and identically distributed random variables
• The exact approximation order in the central-limit-theorem for random summation
• Truncation of Dependent Random Variables
• An invariance principle for lattices of dependent random variables
• Moment Inequalities for the Maximum Cumulative Sum

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