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Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2013, Volume 155, Book 4, Pages 40–47
(Mi uzku1239)
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Convergence rate in limit theorems for weakly dependent random variables
V. T. Dubrovin Institute of Computer Mathematics and Information Technologies, Kazan (Volga Region) Federal University, Kazan, Russia
Abstract:
We define a new condition for weak dependence of random variables, which makes it possible to extend limit theorems for independent random variables to the case of a weak dependence with retention of convergence rate. We give an example of a sequence of random variables satisfying the new weak dependence condition.
Keywords:
limit theorems, random variables, independence, weak dependence, mixing, convergence rate.
Received: 08.10.2013
Citation:
V. T. Dubrovin, “Convergence rate in limit theorems for weakly dependent random variables”, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 155, no. 4, Kazan University, Kazan, 2013, 40–47
Linking options:
https://www.mathnet.ru/eng/uzku1239 https://www.mathnet.ru/eng/uzku/v155/i4/p40
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