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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)


The convergence of moments in the central limit theorem for $ \rho$-mixing sequences of random variables

Author: Magda Peligrad
Journal: Proc. Amer. Math. Soc. 101 (1987), 142-148
MSC: Primary 60F05
MathSciNet review: 897086
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Abstract: In this paper we establish maximal inequalities for $ \rho $-mixing sequences and, as a consequence, we obtain the convergence of the expected value of functions of partial sums to the corresponding ones of the normal distribution.

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PII: S 0002-9939(1987)0897086-0
Keywords: Maximal coefficient of correlation, $ \rho $-mixing sequences, maximal inequalities, central limit theorem, convergence of moments
Article copyright: © Copyright 1987 American Mathematical Society