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JOURNALS // Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki // Archive

Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2013 Volume 155, Book 4, Pages 40–47 (Mi uzku1239)

Convergence rate in limit theorems for weakly dependent random variables

V. T. Dubrovin

Institute of Computer Mathematics and Information Technologies, Kazan (Volga Region) Federal University, Kazan, Russia

Abstract: We define a new condition for weak dependence of random variables, which makes it possible to extend limit theorems for independent random variables to the case of a weak dependence with retention of convergence rate. We give an example of a sequence of random variables satisfying the new weak dependence condition.

Keywords: limit theorems, random variables, independence, weak dependence, mixing, convergence rate.

UDC: 519.21

Received: 08.10.2013



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