On the Accuracy of Normal Approximation of the Probability of Hitting a Ball of Sums of Weakly Dependent Hilbert Space Valued Random Variables I

DOI10.1137/1136089zbMath0776.60010OpenAlexW2069092283MaRDI QIDQ3135010

Alexander Tikhomirov

Publication date: 22 September 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136089

zbMATH Keywords

rate of convergenceHilbert spacecentral limit theoremstationary sequenceuniformly strong mixing condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

On Birkhoff integrability for scalar functions and vector measures ⋮ Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations ⋮ Asymptotic expansions in non-central limit theorems for quadratic forms

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