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Rio, Emmanuel

About the Lindeberg method for strongly mixing sequences. (English) Zbl 0869.60021

ESAIM, Probab. Stat. 1(1997), 35-61 (1995).
Summary: We extend the Lindeberg method for the central limit theorem to strongly mixing sequences. Here we obtain a generalization of the central limit theorem of Doukhan, Massart and Rio to nonstationary strongly mixing triangular arrays. The method also provides estimates of the Lévy distance between the distribution of the normalized sum and the standard normal.

Cited in 1 Review
Cited in 32 Documents

MSC:

60F05 Central limit and other weak theorems

Keywords:

deviation inequalities; concentration of measure; logarithmic Sobolev inequalities; empirical processes; central limit theorem; strongly mixing triangular arrays; Lévy distance
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Full Text: DOI EuDML

References:

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