A method for the derivation of limit theorems for sums of m-dependent random variables

DOI10.1007/BF00535713zbMath0492.60028OpenAlexW1969687436MaRDI QIDQ3954584

Lothar Heinrich

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00535713

zbMATH Keywords

asymptotic expansionfactorization of the characteristic function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (39)

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Cites Work

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• Factorization of the characteristic function of a sum of dependent random variables
• \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique
• A central limit theorem for m-dependent random variables with unbounded m
• Infinitely Divisible Distributions as Limit Laws for Sums of Random Variables Connected in a Markov Chain
• A New Approach to the Summation Theory of Random Variables Connected in a MARKOV Chain
• On large deviations

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