Convergence rate in limit theorems for weakly dependent random variables
Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 155 (2013) no. 4, pp. 40-47
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We define a new condition for weak dependence of random variables, which makes it possible to extend limit theorems for independent random variables to the case of a weak dependence with retention of convergence rate. We give an example of a sequence of random variables satisfying the new weak dependence condition.
Keywords:
limit theorems, independence, weak dependence, mixing
Mots-clés : random variables, convergence rate.
Mots-clés : random variables, convergence rate.
@article{UZKU_2013_155_4_a3,
author = {V. T. Dubrovin},
title = {Convergence rate in limit theorems for weakly dependent random variables},
journal = {U\v{c}\"enye zapiski Kazanskogo universiteta. Seri\^a Fiziko-matemati\v{c}eskie nauki},
pages = {40--47},
year = {2013},
volume = {155},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/UZKU_2013_155_4_a3/}
}
TY - JOUR AU - V. T. Dubrovin TI - Convergence rate in limit theorems for weakly dependent random variables JO - Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki PY - 2013 SP - 40 EP - 47 VL - 155 IS - 4 UR - http://geodesic.mathdoc.fr/item/UZKU_2013_155_4_a3/ LA - ru ID - UZKU_2013_155_4_a3 ER -
%0 Journal Article %A V. T. Dubrovin %T Convergence rate in limit theorems for weakly dependent random variables %J Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki %D 2013 %P 40-47 %V 155 %N 4 %U http://geodesic.mathdoc.fr/item/UZKU_2013_155_4_a3/ %G ru %F UZKU_2013_155_4_a3
V. T. Dubrovin. Convergence rate in limit theorems for weakly dependent random variables. Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 155 (2013) no. 4, pp. 40-47. http://geodesic.mathdoc.fr/item/UZKU_2013_155_4_a3/
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