Vitesse dans le theoreme limite central pour certains processus stationnaires fortement decorreles

Details Vitesse dans le theoreme limite central pour certains processus stationnaires fortement decorreles Vitesse dans le theoreme limite central pour certains processus stationnaires fortement decorreles

2003-06-04

arxiv.org/abs/math/0306083v1

Mathematics

Probability

Scientific paper

We prove a central limit theorem with speed $n^{-1/2}$ for stationary
processes satisfying a strong decorrelation hypothesis. The proof is a
modification of the proof of a theorem of Rio. It is elementary but quite long
and technical.

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