Approximation of distributions of sums of weakly dependent random variables by the normal distribution

DOI10.1007/BF00966266MaRDI QIDQ1110174zbMATH OpenOpenAlexFDO

Authors Jonas Kazys Sunklodas

Publication date 1987

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00966266

zbMATH Keywords

strong mixingtypes of weak dependenceuniformly strong mixing

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05)

Review text

For the review see Zbl 0634.60005.

Recommendations

• scientific article; zbMATH DE number 4032683
• scientific article; zbMATH DE number 558236
• scientific article; zbMATH DE number 1510515
• On the normal approximation of a sum of a random number of independent random variables
• Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables
• scientific article; zbMATH DE number 4199135
• Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
• scientific article; zbMATH DE number 6125157
• On normal approximation rates for certain sums of dependent random variables
• On the Accuracy of Normal Approximation for the Distributions of Sums of a Random Number of Independent Random Variables

Cites work

• \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique
• L_-bound for asymptotic normality of weakly dependent summands using Stein's result
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Convergence rates of the strong law for stationary mixing sequences
• Estimate of the rate of convergence in the central limit theorem for weakly dependent random fields
• scientific article; zbMATH DE number 3696172 (Why is no real title available?)
• scientific article; zbMATH DE number 3701854 (Why is no real title available?)
• scientific article; zbMATH DE number 3780299 (Why is no real title available?)
• scientific article; zbMATH DE number 3248575 (Why is no real title available?)
• scientific article; zbMATH DE number 3278899 (Why is no real title available?)
• On Bounds to the Rate of Convergence in the Central Limit Theorem
• On the speed of convergence in the random central limit theorem for ?-mixing processes
• Rate of convergence in the central limit theorem for random variables with strong mixing
• The central limit theorem for dependent random variables

Cited in

(2)

• On the normal approximation of a sum of a random number of independent random variables
• scientific article; zbMATH DE number 1510515 (Why is no real title available?)

This page was built for publication: Approximation of distributions of sums of weakly dependent random variables by the normal distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1110174)