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https://dspace.ctu.edu.vn/jspui/handle/123456789/32680
Title: | On the rate of convergence in some mean martingale central limit theorems |
Authors: | Le, Van Dung Ton, That Tu |
Keywords: | Intinite variance The Central limit theorem Random variables Convergence rate Martingale difference |
Issue Date: | 2019 |
Series/Report no.: | Journal of Science the University of DaNang- University of Science and Education;Vol. 36 No. 05 .- P.15-20 |
Abstract: | Let (Xk,1≤k≤n) be a sequence of martingale differences with respect to σ-fields Ƒₒ⊂ Ƒ₁⊂...⊂Ƒn, where the variance of Xk may be tinite or intinite. The aim of this article is to establish the rate of convergence in the mean Central limit theorems for the sum Sn -X₁ +...+Xn by uniting the method of Bolthausen [2], Haeusler [8] and the result of Röllin [10]. |
URI: | https://dspace.ctu.edu.vn/jspui/handle/123456789/32680 |
ISSN: | 1859-4603 |
Appears in Collections: | Khoa học Trường ĐH Sư phạm - Đại học Đà Nẵng |
Files in This Item:
File | Description | Size | Format | |
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