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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
DOI: https://doi.org/10.1090/S0002-9939-1987-0897086-0
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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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1987-0897086-0
Keywords: Maximal coefficient of correlation, $ \rho $-mixing sequences, maximal inequalities, central limit theorem, convergence of moments
Article copyright: © Copyright 1987 American Mathematical Society

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