Some remarks on coupling of dependent random variables

被引：10

作者：

Peligrad, M ^{[1
]}

机构：

[1] Univ Cincinnati, Dept Math Sci, Cincinnati, OH 45215 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2002年 / 60卷 / 02期

关键词：

coupling; weakly dependent sequences; coefficients of dependence; strong mixing; uniform law of large numbers;

D O I：

10.1016/S0167-7152(02)00318-8

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：

In this note we investigate the coupling of a dependent random vector with an independent one, having the same marginal distributions. An upper bound of the distance in Li between the variables with the same rank is given in terms of mixing coefficients. We shall apply our coupling method to the uniform law of large numbers. (C) 2002 Elsevier Science B.V. All tights reserved.

引用

页码：201 / 209

页数：9

共 50 条

[1] REMARKS ON UNCORRELATED GAUSSIAN DEPENDENT RANDOM VARIABLES
SARMANOV, OV
[J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1967, 12 (01): : 124 - &
[2] SOME REMARKS ON DISTRIBUTIONS OF GENERALIZED PRODUCTS OF RANDOM VARIABLES
SCHIPPER, JF
[J]. SIAM REVIEW, 1965, 7 (04) : 616 - +
[3] Some Remarks for Sequences of Pairwise NQD Random Variables
GAN Shixin1
2.Department of Mathematics
[J]. Wuhan University Journal of Natural Sciences, 2010, 15 (06) : 467 - 470
[4] SOME REMARKS ON ASYMPTOTIC EXPANSIONS IN THE CENTRAL LIMIT-THEOREM FOR M-DEPENDENT RANDOM-VARIABLES
HEINRICH, L
[J]. MATHEMATISCHE NACHRICHTEN, 1985, 122 : 151 - 155
[5] Some remarks about the positivity of random variables on a Gaussian probability space
Feyel, D
Üstünel, AS
[J]. COMPTES RENDUS MATHEMATIQUE, 2004, 339 (12) : 873 - 877
[6] On the asymptotic normality of some sums of dependent random variables
Tikhomirova M.I.
Chistjakov V.P.
[J]. Tikhomirova, Margarita I. (agtix@mail.ru), 1600, Walter de Gruyter GmbH (27): : 123 - 129
[7] Some limit theorems for dependent Bernoulli random variables
Gava, Renato J.
Rezende, Bruna L. F.
[J]. STATISTICS & PROBABILITY LETTERS, 2021, 170
[8] REMARKS ON THE CENTRAL-LIMIT-THEOREM FOR WEAKLY DEPENDENT RANDOM-VARIABLES
DURR, D
GOLDSTEIN, S
[J]. LECTURE NOTES IN MATHEMATICS, 1986, 1158 : 104 - 118
[9] SOME REMARKS ON PROBABILITY INEQUALITIES FOR SUMS OF BOUNDED CONVEX RANDOM-VARIABLES
GOLDSTEIN, M
[J]. JOURNAL OF APPLIED PROBABILITY, 1975, 12 (01) : 155 - 158
[10] On some approximations for sums of m-dependent random variables
Sunklodas, Jonas Kazys
[J]. LITHUANIAN MATHEMATICAL JOURNAL, 2023, 63 (02) : 203 - 222

← 1 2 3 4 5 →