Rates of convergence in the CLT for linear random fields

DOI10.1007/S10986-011-9122-8MaRDI QIDQ647159zbMATH OpenOpenAlexFDO

Authors Edgaras Mielkaitis, V. Paulauskas

Publication date 1 December 2011

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-011-9122-8

zbMATH Keywords

rate of convergencecentral limit theoremlinear random fields

Mathematics Subject Classification ID

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

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• Asymptotic Expansions for Distributions of Sums of Independent Random Variables inH
• Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space
• Asymptotics for linear processes
• Asymptotics for linear random fields
• Berry-Esseen inequality for linear processes in Hilbert spaces.
• Closeness of the distributions of two sums of independent random variables with values in certain Banach spaces
• Linear processes in function spaces. Theory and applications
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• On Beveridge-Nelson decomposition and limit theorems for linear random fields
• On limit theorems for Banach-space-valued linear processes
• On the closeness of the distribution of two sums of independent random variables with values in Hilbert space
• Remarks on the SLLN for linear random fields
• Uniform and nonuniform proximity bounds for the distributions of two normalized sums of independent random variables with values in Banach spaces

Cited in

(7)

• Randomized multivariate central limit theorems for ergodic homogeneous random fields
• CLT for linear random fields with martingale increments
• Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
• Randomized limit theorems for stationary ergodic random processes and fields
• Remarks on the SLLN for linear random fields
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• On convergence rate in the SLLN for maximums of moving-average sums of ALNQD random fields

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