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On the global central limit theorem for ϕ-mixing random variables

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Abstract

The estimate of the remainder term is obtained in the global central limit theorem for ϕ-mixing r.v.s. As a consequence of Theorem 1 the convergence rate of absolute moments for sums of ϕ-mixing r.v.s. to corresponding absolute moments of the normal r.v. is found.

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Authors
  1. J. Sunklodas
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Additional information

Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Published in Lietuvos Matematikos Rinkinys, Vol. 35, No. 2, pp. 233–247, April–June, 1995.

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Sunklodas, J. On the global central limit theorem for ϕ-mixing random variables. Lith Math J 35, 185–196 (1995). https://doi.org/10.1007/BF02341498

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  • DOI: https://doi.org/10.1007/BF02341498

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