About the Lindeberg method for strongly mixing sequences
We obtain upper bounds for minimal metrics in the central limit theorem for sequences of independent real-valued random variables.
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.
In this paper, we give estimates of the minimal distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.
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