scientific article; zbMATH DE number 17036

MaRDI QIDQ3973726zbMATH OpenFDO

Authors L. V. Kir'yanova, Vladimir Rotar

Publication date 26 June 1992

zbMATH Keywords

Berry-Esseen estimatecentral limit theorem for martingalesLindeberg's operator methodrate of convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Review text

[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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Cited in

(14)

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