A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey

DOI10.1080/02331938708843285MaRDI QIDQ3768079zbMATH OpenOpenAlexFDO

Authors Lothar Heinrich

Publication date 1987

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938708843285

zbMATH Keywords

central limit theoremasymptotic expansionsstrong mixing conditionssurvey of limit theoremsasymptotic representations of the remainder term

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites work

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• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A method for the derivation of limit theorems for sums of m-dependent random variables
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• Central Limit Theorems for dependent variables. I
• Central limit theorems for local martingales
• Limit theorems for random sums of dependent d-dimensional random vectors
• More Exact Statement of Limit Theorems for Homogeneous Markov Chains
• On large deviations
• On moderate deviations
• On the \(\varphi\)-mixing condition for stationary random sequences
• On the speed of convergence in the random central limit theorem for ?-mixing processes
• On the strong law of large numbers for a class of stochastic processes
• Probability inequalities for sums of absolutely regular processes and their applications
• Some Limit Theorems for Large Deviations
• �ber notwendige und hinreichende Bedingungen f�r Konvergenzgeschwindigkeitsaussagen im Falle einer stabilen Grenzverteilung

Cited in

(9)

• Compound Poisson approximations for sums of 1-dependent random variables. I
• scientific article; zbMATH DE number 4034800 (Why is no real title available?)
• An almost-Markov-type mixing condition and large deviations for Boolean models on the line
• On large deviations for sums of discrete \(m\)-dependent random variables
• The method of cumulants for the normal approximation
• scientific article; zbMATH DE number 4058522 (Why is no real title available?)
• Mixing Properties and Central Limit Theorem for a Class of Non-Identical Piecewise Monotonic C ² - Transformations
• Managing local dependencies in limit theorems for sums of weakly dependent sequences
• Some Bounds of Cumulants of m -Dependent Random Fields

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