Convergence rate in limit theorems for weakly dependent random values

Convergence rate in limit theorems for weakly dependent random values

A new condition for a weak dependence of random variables is determined, which makes it possible to extend limit theorems for independent random variables to the case of weakly dependent variables with the preservation of the convergence rate. An example of a sequence of random variables satisfying...

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Veröffentlicht in:Lobachevskii journal of mathematics 2014-10, Vol.35 (4), p.390-396
1. Verfasser: Dubrovin, V. T.
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Analysis
Geometry
Mathematical Logic and Foundations
Mathematics
Mathematics and Statistics
Probability Theory and Stochastic Processes
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Zusammenfassung:A new condition for a weak dependence of random variables is determined, which makes it possible to extend limit theorems for independent random variables to the case of weakly dependent variables with the preservation of the convergence rate. An example of a sequence of random variables satisfying the new weak dependence condition is given.
ISSN:1995-0802
1818-9962
DOI:10.1134/S1995080214040039