Modern Stochastics: Theory and Applications (Dec 2018)

Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields

  • Davide Giraudo

DOI
https://doi.org/10.15559/18-VMSTA121
Journal volume & issue
Vol. 6, no. 2
pp. 251 – 267

Abstract

Read online

Moment inequalities for a class of functionals of i.i.d. random fields are proved. Then rates are derived in the central limit theorem for weighted sums of such randoms fields via an approximation by m-dependent random fields.

Keywords