Rate of convergence in the central limit theorem for fields of associated random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 1, pp. 165-174
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The rate of convergence of standardized sums $S(V)=\sum_{j\in V}X_j$ to the normal law is established for a field $\{X_j,j\in\mathbf Z^d\}$ of associated random variables and arbitrarily increasing finite sets $V\subset\mathbf Z^d$. An exponential type of decay is assumed for the Cox–Grimmet coefficient $u(\,\cdot\,)$ as well as $\sup_j\mathbf E|X_j|^s<\infty$ for some $s>2$.
Keywords:
random field on $\mathbf{Z}^d $, sums of dependent random variables, association (FKG-inequalities), rate of convergence in CLT.
@article{TVP_1995_40_1_a9,
author = {A. V. Bulinski},
title = {Rate of convergence in the central limit theorem for fields of associated random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {165--174},
year = {1995},
volume = {40},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a9/}
}
A. V. Bulinski. Rate of convergence in the central limit theorem for fields of associated random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 1, pp. 165-174. http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a9/