Title |
On the normal approximation for weakly dependent random variables / |
Translation of Title |
Apie normalųjį aproksimavimą stipriai susimaišiusiems atsitiktiniams dydžiams. |
Authors |
Sunklodas, Jonas-Kazys |
DOI |
10.15388/LMR.2005.29325 |
Full Text |
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Is Part of |
Lietuvos matematikos rinkinys.. Vilnius : Matematikos ir informatikos institutas. 2005, T. 45, spec, nr, p. 562-565.. ISSN 0132-2818 |
Abstract [eng] |
In this report, we present the estimates of the difference |Eh(Z_n) - Eh(N)|, where Z_n 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 [...]. |
Published |
Vilnius : Matematikos ir informatikos institutas |
Type |
Journal article |
Language |
English |
Publication date |
2005 |
CC license |
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