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A method for the derivation of limit theorems for sums of weakly dependent random variables: A survey. (English) Zbl 0631.60023

The paper gives a survey of limit theorems for sums of dependent random variables satisfying (very) strong mixing conditions. The author discusses sharp non-uniform bounds, asymptotic expansions, asymptotic representations of the remainder term, in the central limit theorem and other limit theorems for m-dependent random variables connected in a Markov chain.
The first part of the article contains basic methods and ideas while the second one gives some applications of that methods.
Reviewer: Z.Jurek

MSC:

60F05 Central limit and other weak theorems
60G50 Sums of independent random variables; random walks
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