Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem

The Annals of Probability ◽

10.1214/12-aop780 ◽

2013 ◽

Vol 41 (4) ◽

pp. 2479-2512 ◽

Author(s):

Sergey G. Bobkov ◽

Gennadiy P. Chistyakov ◽

Friedrich Götze

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Edgeworth Type Expansion

Download Full-text

Remark on the rate of convergence in the random central limit theorem for mixing sequences

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf00539440 ◽

1975 ◽

Vol 31 (2) ◽

pp. 157-160 ◽

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Mixing Sequences

Download Full-text

Non-Classical Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem. II

Theory of Probability and Its Applications ◽

10.1137/1123004 ◽

1978 ◽

Vol 23 (1) ◽

pp. 50-62 ◽

Author(s):

V. I. Rotar’

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Download Full-text

Rate of convergence in the central limit theorem in the space D[0, 1]

Lithuanian Mathematical Journal ◽

10.1007/bf00972120 ◽

1989 ◽

Vol 28 (3) ◽

pp. 229-238 ◽

Author(s):

V. Paulauskas ◽

D. Jukneviciene

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem

Download Full-text

On the estimate of the rate of convergence in the central limit theorem in Hilbert space

Stability Problems for Stochastic Models - Lecture Notes in Mathematics ◽

10.1007/bfb0084183 ◽

1989 ◽

pp. 309-327 ◽

Author(s):

V. V. Senatov

Keyword(s):

Hilbert Space ◽

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem

Download Full-text

On the rate of convergence of moments in the central limit theorem in Hilbert space

Lecture Notes in Mathematics - Probability Theory and Mathematical Statistics ◽

10.1007/bfb0072951 ◽

1983 ◽

pp. 561-575 ◽

Author(s):

V. V. Sazonov ◽

B. A. Zalesskii

Keyword(s):

Hilbert Space ◽

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem ◽

Convergence Of Moments

Download Full-text

Nonuniform bounds on the rate of convergence in the central limit theorem for martingales

Journal of Multivariate Analysis ◽

10.1016/0047-259x(91)90063-8 ◽

1991 ◽

Vol 36 (2) ◽

pp. 297-313 ◽

Author(s):

Konrad Joos

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem

Download Full-text

On the Rate of Convergence in the Central Limit Theorem for Weakly Dependent Random Variables

Theory of Probability and Its Applications ◽

10.1137/1136092 ◽

1992 ◽

Vol 36 (4) ◽

pp. 783-792 ◽

Author(s):

T. M. Zuparov

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Random Variables ◽

Dependent Random Variables ◽

The Central Limit Theorem ◽

Weakly Dependent Random Variables ◽

Weakly Dependent

Download Full-text

Estimate of the rate of convergence in the central limit theorem inl p spaces

Lithuanian Mathematical Journal ◽

10.1007/bf00970257 ◽

1981 ◽

Vol 21 (1) ◽

pp. 55-62

Author(s):

V. Paulauskas

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem

Download Full-text

Rate of convergence in the central limit theorem in infinite-dimensional spaces

Lithuanian Mathematical Journal ◽

10.1007/bf00969844 ◽

1981 ◽

Vol 21 (4) ◽

pp. 271-277 ◽

Author(s):

V. Bentkus ◽

A. Račkauskas

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Infinite Dimensional ◽

The Central Limit Theorem

Download Full-text

On the Rate of Convergence in the Central Limit Theorem in Certain Banach Spaces

Theory of Probability and Its Applications ◽

10.1137/1121088 ◽

1977 ◽

Vol 21 (4) ◽

pp. 754-769 ◽

Author(s):

V. I. Paulauskas

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Banach Spaces ◽

Central Limit ◽

The Central Limit Theorem

Download Full-text