On the normal approximation for weakly dependent random variables
In this report, we present the estimates of the difference |Eh(Zn) − Eh(N)|, where Zn is a sum of n centered and normalized random variables which satisfy the strong mixing condition (without assuming a stationarity), and N is a standard normal random variable for the function h: ℝ → ℝ which is fin...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2005-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/29325 |
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| _version_ | 1832593233615519744 |
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| author | Jonas Sunklodas |
| author_facet | Jonas Sunklodas |
| author_sort | Jonas Sunklodas |
| collection | DOAJ |
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In this report, we present the estimates of the difference |Eh(Zn) − Eh(N)|, where Zn is a sum of n centered and normalized random variables which satisfy the strong mixing condition (without assuming a stationarity), and N is a standard normal random variable for the function h: ℝ → ℝ which is finite and satisfies the Lipschitz condition. In a particular case, the obtained upper bounds are of order O(n−1/2).
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| format | Article |
| id | doaj-art-efbe416d5a6c4f3bbaae29f261d4d523 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2005-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-efbe416d5a6c4f3bbaae29f261d4d5232025-01-20T18:15:37ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2005-12-0145spec.10.15388/LMR.2005.29325On the normal approximation for weakly dependent random variablesJonas Sunklodas0Institute of Mathematics and Informatics In this report, we present the estimates of the difference |Eh(Zn) − Eh(N)|, where Zn is a sum of n centered and normalized random variables which satisfy the strong mixing condition (without assuming a stationarity), and N is a standard normal random variable for the function h: ℝ → ℝ which is finite and satisfies the Lipschitz condition. In a particular case, the obtained upper bounds are of order O(n−1/2). https://www.journals.vu.lt/LMR/article/view/29325normal approximationrandom variables |
| spellingShingle | Jonas Sunklodas On the normal approximation for weakly dependent random variables Lietuvos Matematikos Rinkinys normal approximation random variables |
| title | On the normal approximation for weakly dependent random variables |
| title_full | On the normal approximation for weakly dependent random variables |
| title_fullStr | On the normal approximation for weakly dependent random variables |
| title_full_unstemmed | On the normal approximation for weakly dependent random variables |
| title_short | On the normal approximation for weakly dependent random variables |
| title_sort | on the normal approximation for weakly dependent random variables |
| topic | normal approximation random variables |
| url | https://www.journals.vu.lt/LMR/article/view/29325 |
| work_keys_str_mv | AT jonassunklodas onthenormalapproximationforweaklydependentrandomvariables |