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On the accuracy of normal approximation of a weighted sum of random variables that form a two-parameter martingale difference. (English. Ukrainian original) Zbl 0842.60044

Theory Probab. Math. Stat. 48, 19-23 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 29-35 (1993).
Summary: The rate of convergence in the central limit theorem is obtained for weighted sums of bounded with probability 1 random variables that form a martingale difference on a plane.

MSC:

60G50 Sums of independent random variables; random walks
60G48 Generalizations of martingales
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