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scientific article; zbMATH DE number 17036
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scientific article; zbMATH DE number 17036 |
Statements
26 June 1992
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Lindeberg's operator method
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rate of convergence
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central limit theorem for martingales
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Berry-Esseen estimate
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0.99613786
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0.97717524
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0.96759605
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0.9649603
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0.96476126
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[For the entire collection see Zbl 0702.00027.] The authors obtain the exact combined upper bound for the rate of convergence in the central limit theorem for martingales. In general, the rate has the order \(n^{-1/4}\) which cannot be improved. But for the i.i.d. case the upper bound coincides with the well-known Berry-Esseen estimate of the order \(n^{-1/2}\).
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