Abstract
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.
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Original Russian Text © V.T. Dubrovin, 2013, published in Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2013, Vol. 155, No. 4, pp. 40–47.
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Dubrovin, V.T. Convergence rate in limit theorems for weakly dependent random values. Lobachevskii J Math 35, 390–396 (2014). https://doi.org/10.1134/S1995080214040039
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DOI: https://doi.org/10.1134/S1995080214040039