On a lower bound of the uniform distance in the central limit theorem for \(\varphi\)-mixing random variables (Q1969273): Difference between revisions
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English | On a lower bound of the uniform distance in the central limit theorem for \(\varphi\)-mixing random variables |
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On a lower bound of the uniform distance in the central limit theorem for \(\varphi\)-mixing random variables (English)
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4 January 2001
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Consider a sequence of real random variables \(X_1,X_2,\dots\), satisfying the \(\varphi\)-mixing condition. Denote \(\Delta_n= \sup_x|P\{ Z_n<x\}- \Phi(x)|\), where \(\Phi(x)\) is the standard normal distribution function, \(Z_n=\sum^n_{j=1} A_j\), \(A_j=X_j/B_n\), and \(B_n^2= E(\sum^n_{j=1} X_j)^2\). The following results are previously known: 1. A lower bound of the rate of convergence in the central limit theorem for independent random variables under the finite second moments partial sum of \(X_j\). 2. Lower bounds for the normal approximation of a sum of independent r.v.'s. 3. A lower bound of the uniform distance in the central limit theorem for \(m\)-dependent r.v.'s and random fields on integer lattice under 5th absolute moments of partial sums. In the present paper the author derives a lower bound of the uniform distance \(\Delta_n\) in the central limit theorem for real \(\varphi\)-mixing random variables under the finite 8th moments of the partial sums. The result is a generalization of the result obtained by the author for \(m\)-dependent random variables to the case of \(\varphi\)-mixing random variables [Lith. Mat. J. 37, No. 3, 291-299 (1997) and Liet. Mat. Rink. 37, No. 3, 388-398 (1997; Zbl 0897.60005)].
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uniform distance
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\(\varphi\)-mixing
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