A bound in the stable ($\alpha $), $1 < \alpha \le 2$, limit theorem for associated random variables with infinite variance
From MaRDI portal
Publication:5153157
DOI10.1090/tpms/1151zbMath1473.60050OpenAlexW3201873391MaRDI QIDQ5153157
Publication date: 29 September 2021
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/1151
rate of convergencecentral limit theoremassociated random variablesstable limit theoremBerry-Esséen type boundnon-normal attraction
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Large deviations (60F10)
Cites Work
- Unnamed Item
- Unnamed Item
- A moderate deviation for associated random variables
- Recurrence properties of a special type of heavy-tailed random walk
- A functional limit theorem for dependent sequences with infinite variance stable limits
- Stable limits for sums of dependent infinite variance random variables
- A Berry-Esseen theorem for associated random variables
- A central limit theorem for stationary \(\rho\)-mixing sequences with infinite variance
- On the convergence rate in the central limit theorem for associated processes
- Normal fluctuations and the FKG inequalities
- The central limit theorem for stationary associated sequences
- Some remarks on the rate of convergence to stable laws
- Slow convergence in generalized central limit theorems
- Approximation to stable law by the Lindeberg principle
- Rate of Convergence to a Stable Law
- Two-sided bounds on the rate of convergence to a stable law
- On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
- Asymptotic results for certain weak dependent variables
- Order of approximation in the central limit theorem for associated random variables and a moderate deviation result
This page was built for publication: A bound in the stable ($\alpha $), $1 < \alpha \le 2$, limit theorem for associated random variables with infinite variance