ON THE DISSIPATION OF PARTIAL-SUMS FROM A STATIONARY STRONGLY MIXING SEQUENCE

被引：5

作者：

BRADLEY, RC

机构：

[1] Department of Mathematics, Indiana University, Bloomington

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1994年 / 54卷 / 02期

关键词：

STRICTLY STATIONARY SEQUENCE; STRONG MIXING;

D O I：

10.1016/0304-4149(94)00016-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

If a strictly stationary sequence satisfies the strong mixing condition, then either the distributions of the partial sums are ''tight'' with respect to their own medians, or else they become completely ''dissipated''. The latter case holds if in addition the first maximal correlation coefficient is less than 1.

引用

页码：281 / 290

页数：10

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