Approximation of Distributions of Sums of Weakly Dependent Random Variables by the Normal Distribution

J. Sunklodas

Chapter III in Limit Theorems of Probability Theory, 2000, pp 113-165 from Springer

Abstract: Abstract This article is a review of known results on approximating distributions of sums of weakly dependent random variables (r.v.’s) and random fields defined on the integer lattice Z d by the normal distribution. It also contains some new results of the author. Attention is given mainly to methods of proof due to Stein, Tikhomirov and Heinrich.

Keywords: Limit Theorem; Random Field; Central Limit Theorem; Invariance Principle; Dependent Random Variable (search for similar items in EconPapers)
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-662-04172-7_3

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DOI: 10.1007/978-3-662-04172-7_3

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