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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 3, Pages 553–564
(Mi tvp2639)
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This article is cited in 7 scientific papers (total in 7 papers)
The central limit theorem for the sums of functions of mixing sequences
V. T. Dubrovin, D. A. Moskvin Kazan'
Abstract:
Let $a_1,a_2,\dots$ be a strictly stationary sequence of random variables, $f(x_1,\dots,x_s)$ be a measurable function and
$$
\xi_{ks}=f(a_k,\dots,a_{k+s-1}),\qquad k=1,2,\dots
$$
We prove that the central limit theorem holds for $\xi_{ks}$ with the remainder term $O(n^{2\omega^{-1/8}-1/2})$ if the sequence $\{a_k\}$ satisfies Rosenblatt's mixing condition with coefficient $\alpha(k)\le Ak^{-\omega}$ ($A>0$, $\omega>3996$) and for $s=s(n)$, $1\le s(n)\le \ln^2n$, the random variables $\xi_{ks}$ are uniformly bounded with probability 1 and $\mathbf E\xi_{ks}=0$.
Received: 18.10.1976
Citation:
V. T. Dubrovin, D. A. Moskvin, “The central limit theorem for the sums of functions of mixing sequences”, Teor. Veroyatnost. i Primenen., 24:3 (1979), 553–564; Theory Probab. Appl., 24:3 (1980), 560–571
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Abstract page: | 215 | Full-text PDF : | 92 |
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