论文标题
浆果 - 订单的订单$ 1/\ sqrt {n} $ for martingales
A Berry-Esseen bound of order $ 1/\sqrt{n} $ for martingales
论文作者
论文摘要
Renz（Ann。prob。1996）已在中央限制定理中为Martingales的中央限制定理建立了收敛速度$ 1/\ sqrt {n} $，并具有一定的限制性条件。在本文中，该方法的修改是由Bolthausen（Ann。prob。1982）和Grama和Haeusler（随机过程。Appl。2000）开发的，用于获得一类更笼统的Martingales类的相同收敛速率。讨论了线性过程的应用。
Renz (Ann. Probab. 1996) has established a rate of convergence $1/\sqrt{n}$ in the central limit theorem for martingales with some restrictive conditions. In the present paper a modification of the methods, developed by Bolthausen (Ann. Probab. 1982) and Grama and Haeusler (Stochastic Process. Appl. 2000), is applied for obtaining the same convergence rate for a class of more general martingales. An application to linear processes is discussed.
