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arxiv: math/0403393 · v3 · pith:SXGDQC3Ynew · submitted 2004-03-23 · 🧮 math.PR

On the rate of convergence in the central limit theorem for martingale difference sequences

classification 🧮 math.PR
keywords centralconvergencedifferencelimitmartingaleratesequencestheorem
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We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.

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