Acta mathematica scientia,Series B ›› 1996, Vol. 16 ›› Issue (3): 287-295.

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ON THE RATES OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM FOR TWO-PARAMETER MARTINGALE DIFFERENCES

Long Hongwei   

  1. Institute of Mathematical Sciences, Academia Sinica, Wuhan 430071, China
  • Received:1994-03-17 Revised:1994-09-14 Online:1996-09-25 Published:1996-09-25
  • Supported by:
    Research supported by the National Natural Science Foundation of China.

Abstract: In this paper we obtain the uniform bounds on the rate of convergence in the central limit theorem (CLT) for a class of two-parameter martingale difference sequences under certain conditions.

Key words: noncomplete half-plane martingale difference, central limit theorem, rates of convergence, uniform bound

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