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Keywords:
probability theory
probability theory
Summary:
In this paper an estimate for the maximum difference of onedimensional distribution function of a random process and the normal distribution function is given. The process is supposed to be obtained by a passage of a sequence of pulses with random polarity through a linear filter. In two special cases the influence of the impulse-response function of the filter on the difference is studied.
References:
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[2] K. Janáč: Determination of Correlation Function on the Output of a Generator of Continuous Random Process. (in Czech), Aplikace Matematiky, vol. 6 (1961), No. 1. MR 0120755
[3] M. Loève: Probability Theory. 3rd eddition, Van Nostrand, 1963. MR 0203748
[4] C. Pantelopulos: Processus Aléatoires Asymptotiquement Stationnaires Laplaciens Produits par Filtrage d'une Suite Périodique d'Impulsions Aléatoires. Transactions of the Second Prague Conference on Information Theory, Prague 1959.
[5] B. Šubert: Stochastic Properties of a Random Binary Sequence on the Output of a Linear Filter. (in Czech), Research Memorandum No. 145 (1966), Institute of Information Theory and Automation, Czechoslovak Academy of Sciences.
[6] B. M. Золотарев: Абсолютная оценка остаточного члена в центральной предельной теореме. Теория вероятностей и. ее применения, 11 (1966), 1, 108-119. MR 0198531 | Zbl 1155.78304
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