Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 4, Pages 800–818 (Mi tvp1233)  

This article is cited in 101 scientific papers (total in 101 papers)

On the rate of convergence in the central limit theorem for weakly dependent random variables

A. N. Tihomirov

Syktyvkar
Abstract: Let $X_1,X_2,\dots$ be a stationary sequence of random variables with $\mathbf EX_1=0$, $\mathbf E|X_1|^3<\infty$. Let
\begin{gather*} \sigma^2_n=\mathbf E\biggl(\sum_{j=1}^n X_j\biggr)^2,\qquad F_n(x)=\mathbf P\biggl\{\sigma_n^{-1}\sum_{j=1}^n X_j<x\biggr\}, \\ \Phi(x)=(2\pi)^{-1/2}\int_{-\infty}^x e^{-y^2/2}\,dy,\qquad \Delta_n=\sup|F_n(x)-\Phi(x)|. \end{gather*}
We prove that if the sequence $X_n$ satisfies a strong mixing condition and if its mixing coefficient decreases exponentially then
$$ \Delta_n=O(n^{-1/2}\ln^2n). $$
For the case of $m$-dependent variables we prove that
$$ \Delta_n=O(m^2n^{-1/2}). $$
Received: 18.01.1979
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 4, Pages 790–809
DOI: https://doi.org/10.1137/1125092
Bibliographic databases:
Language: Russian
Citation: A. N. Tihomirov, “On the rate of convergence in the central limit theorem for weakly dependent random variables”, Teor. Veroyatnost. i Primenen., 25:4 (1980), 800–818; Theory Probab. Appl., 25:4 (1981), 790–809
Citation in format AMSBIB
\Bibitem{Tik80}
\by A.~N.~Tihomirov
\paper On the rate of convergence in the central limit theorem for weakly dependent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 4
\pages 800--818
\mathnet{http://mi.mathnet.ru/tvp1233}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=595140}
\zmath{https://zbmath.org/?q=an:0471.60030|0448.60019}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 4
\pages 790--809
\crossref{https://doi.org/10.1137/1125092}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MK50200010}
Linking options:
  • https://www.mathnet.ru/eng/tvp1233
  • https://www.mathnet.ru/eng/tvp/v25/i4/p800
  • This publication is cited in the following 101 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024