ЦЕНТРАЛЬНАЯ ПРЕДЕЛЬНАЯ ТЕОРЕМА И ОЦЕНКА ОСТАТОЧНОГО ЧЛЕНА В ЦЕНТРАЛЬНОЙ ПРЕДЕЛЬНОЙ ТЕОРЕМЕ (Ц.П.Т) ДЛЯ ЛИНЕЙНЫХ ПРОЦЕССОВ

The paper considers a fixed linear process: X kn =
P ∞
j=0 a jn ξ k−j,n − where k ∈ Z. For this process, the
Central Limit Theorem is proved. Additionally, an estimate of the rate of convergence to zero of the distribution
of X kn with some normalization, to the standard normal distribution: Φ(x) =
1
√ 2π e −
x 2
2 − of the standard normal
random variable N(0, 1), is provided.