The convergence of moments in the central limit theorem for 𝜌-mixing sequences of random variables

Peligrad, Magda

doi:10.1090/S0002-9939-1987-0897086-0

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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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