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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 1, Pages 165–174
(Mi tvp3298)
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This article is cited in 15 scientific papers (total in 15 papers)
Short Communications
Rate of convergence in the central limit theorem for fields of associated random variables
A. V. Bulinski M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
The rate of convergence of standardized sums $S(V)=\sum_{j\in V}X_j$ to the normal law is established for a field $\{X_j,j\in\mathbf Z^d\}$ of associated random variables and arbitrarily increasing finite sets $V\subset\mathbf Z^d$. An exponential type of decay is assumed for the Cox–Grimmet coefficient $u(\,\cdot\,)$ as well as $\sup_j\mathbf E|X_j|^s<\infty$ for some $s>2$.
Keywords:
random field on $\mathbf{Z}^d $, sums of dependent random variables, association (FKG-inequalities), rate of convergence in CLT.
Received: 27.01.1992
Citation:
A. V. Bulinski, “Rate of convergence in the central limit theorem for fields of associated random variables”, Teor. Veroyatnost. i Primenen., 40:1 (1995), 165–174; Theory Probab. Appl., 40:1 (1995), 136–144
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https://www.mathnet.ru/eng/tvp3298 https://www.mathnet.ru/eng/tvp/v40/i1/p165
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