On normal approximation for strongly mixing random variables

DOI10.1007/S10440-007-9122-1MaRDI QIDQ996763zbMATH OpenOpenAlexFDO

Authors Jonas Kazys Sunklodas

Publication date 19 July 2007

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-007-9122-1

zbMATH Keywords

normal approximationStein's methodbounded Lipschitz metricstrong mixing conditionweakly dependent random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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• A new method for approximations in probability and operator theories
• About the Berry-Esseen theorem for weakly dependent sequences
• An Introduction to Stein's Method
• Estimate of the bounded Lipschitz metric for sums of weakly dependent random variables
• Multiple comparisons and sums of dissociated random variables
• On normal approximations to strongly mixing random fields
• On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
• \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique

Cited in

(10)

• Some estimates of the normal approximation for \(\varphi \)-mixing random variables
• Nonparametric link prediction in large scale dynamic networks
• On normal approximations to strongly mixing random fields
• On normal approximation for \(\varphi\)-mixing and \(m\)-dependent random variables
• Estimate of the bounded Lipschitz metric for sums of weakly dependent random variables
• Sunklodas' approach to normal approximation for time-dependent dynamical systems
• On the discounted global CLT for some weakly dependent random variables
• On Normal Approximation for Strongly Mixing Random Fields
• On normal approximation of discounted and strongly mixing random variables
• A Berry-Esseen theorem for sample quantiles under weak dependence

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