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A central limit theorem for general weighted sums of LPQD random variables and its application
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Abstract
central limit theorem for sum_{i=1}^n a_{ni}xi_i,where {a_{ni}, 1leq i leq n } is a triangular array of nonnegative numbers such thatsup_n sum_{i=1}^n a_{ni}^2<infty,max_{1leq i leq n} a_{ni}rightarrow 0text{as}n rightarrow inftyand xi_i^{'}s are a linearly positive quadrant dependent sequence. We also apply this resultto consider a central limit theorem fora partial sum of a generalized linear process of the form X_n=sum_{j=-infty}^infty a_{k+j}xi_j.
참고문헌 (9)
- "Convergence of Probability Measures" (1968)
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- "Independent and StationarySequences of Random Variables", ers (1971)
- T. S. Kim, "A central limit theorem for stationary linear processesgenerated by linearly positive quadrant dependent process", 51(3), pp.299~305 (2001)
- "Some concepts of dependence", pp.1137~ (1966)
- "itInequalities in Statistics and Probability} Institute of Mathematical Statistics", pp.127~ (1984), IMSLecture Notes-Monogragh Series
- "Sums of Independent Random Variables" (1975)
- "Sums of Independent Random Variables" (1975)
관련 논문AI추천
A central limit theorem for general weighted sum of LNQD random variables and its application김태성, 김현철대한수학회 · 대한수학회논문집2005 · 제20권 제3호Weak Laws for Weighted Sums of Random Variables성수학대한수학회 · 대한수학회보2004 · 제41권 제2호On a central limit theorem for a stationary multivariate linear process generated by linearly positive quadrant dependent random vectorsTae-Sung Kim대한수학회 · 대한수학회지2002 · 제39권 제1호A weak law for weighted sums of array of row $NA$ random variablesHan-Ying Liang, Jeong Yeol Choi, Jong Il Baek대한수학회 · 대한수학회보2003 · 제40권 제2호Convergence of weighted sums for dependent random variablesDong-Xia Zhang, Han-Ying Liang, Jong-Il Baek대한수학회 · 대한수학회지2004 · 제41권 제5호Strong laws for weighted sums of i.i.d. random variables (II)성수학대한수학회 · 대한수학회보2002 · 제39권 제4호
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