On the discounted global CLT for some weakly dependent random variables

DOI10.1007/S10986-006-0043-XMaRDI QIDQ2471653zbMATH OpenOpenAlexFDO

Authors Jonas Kazys Sunklodas

Publication date 18 February 2008

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

Full work available at URL https://doi.org/10.1007/s10986-006-0043-x

zbMATH Keywords

discounted global central limit theoremStein's method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cites work

• \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique
• About the Berry-Esseen theorem for weakly dependent sequences
• An L_p bound for the remainder in a combinatorial central limit theorem
• Distance in the metric of \(L_ 1 \)of the distribution of a sum of weakly dependent random variables from the normal distribution function
• Estimate of the rate of convergence in the central limit theorem for weakly dependent random fields
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 89734 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 1005342 (Why is no real title available?)
• scientific article; zbMATH DE number 1510515 (Why is no real title available?)
• On normal approximation for strongly mixing random variables
• On normal approximations to strongly mixing random fields
• On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
• On the Rate of Convergence in the Central Limit Theorem for Weakly Dependent Random Variables
• On the rates in the central limit theorem for weakly dependent random fields
• The Discounted Central Limit Theorem and its Berry-Esseen Analogue

Cited in

(4)

• A quantitative discounted central limit theorem using the Fourier metric
• A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes
• Uniform bound for asymptotic normality of discounted \(m\)-dependent random variables using Heinrich's method
• On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables

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