On the characteristic function of a sum of M-dependent random variables
Let S=f1+f2+…+fn be a sum of 1-dependent random variables of zero mean. Let σ2=ES2, L=σ−3∑1≦i≦nE|fi|3. There is a universal constant a such that for a|t|L<1, we have|Eexp(itSσ−1)|≦(1+a|t|)sup{(a|t|L)−1/4lnL, exp(−t2/80)}.This bound is a very useful tool in proving Berry-Esseen theorems....
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
1986-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171286000492 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|