Berry-Esseen theorem for stationary strong mixing sequences (Q1275918)

Let \(X_1,X_2, \dots\) be a strictly stationary strong mixing sequence with \(EX_1=0\), \(X^2_1=1\), \(E| X_1|^s <\infty\) and mixing coefficient \(<Kn^{-\theta}\), \(\theta> 3/2\). Let \(S_n=X_1+ \cdots +X_n\) and \(ES^2_n \geq\mu n\), \(\mu>0\). It is stated that \(\sup_t| P(S_n< tES^2_n\mid B)-\varphi (t)|= O(n^{-a}\log n)\), where \(a={1\over 2} s-1\), under conditions on \(s,\theta\) and event \(B\). This extends results by \textit{D. Landers} and \textit{L. Rogge} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 66, 227-244 (1984; Zbl 0525.60029)] and \textit{T. M. Zuparov} [Theory Probab. Appl. 36, No. 4, 783-792 (1991); translation from Teor. Veroyatn. Primen. 36, No. 4, 635-644 (1991; Zbl 0742.60024)].