Central limit theorem for dependent multidimensionally indexed random variables

被引：5

作者：

Christofides, TC

Mavrikiou, PM

机构：

[1] Univ Cyprus, Dept Math & Stat, CY-1678 Nicosia, Cyprus

[2] Frederick Inst Technol, Dept Business Adm, CY-1303 Nicosia, Cyprus

来源：

STATISTICS & PROBABILITY LETTERS | 2003年 / 63卷 / 01期

关键词：

dependent random variables; multidimensionally indexed random variables; central limit theorem;

D O I：

10.1016/S0167-7152(03)00054-3

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：

We consider dependent multidimensionally indexed random variables whose dependence is determined by the distance of their indices. This provides a generalization of the well-known notion of m-dependence. For the partial sum of a collection of such variables we prove a central limit theorem. (C) 2003 Elsevier Science B.V. All rights reserved.

引用

页码：67 / 78

页数：12

共 50 条

[1] Convergence rates in the central limit theorem for multidimensionally indexed random variables
Gut, A
[J]. STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA, 2001, 37 (3-4) : 401 - 418
[2] A central limit theorem for randomly indexed m-dependent random variables
Shang, Yilun
[J]. FILOMAT, 2012, 26 (04) : 713 - 717
[3] An Extension of Central Limit Theorem for Randomly Indexed m-Dependent Random Variables
Belloni, Stefano
[J]. FILOMAT, 2017, 31 (14) : 4369 - 4377
[4] THE CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES
HOEFFDING, W
ROBBINS, H
[J]. DUKE MATHEMATICAL JOURNAL, 1948, 15 (03) : 773 - 780
[5] A CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES
HOEFFDING, W
ROBBINS, H
[J]. BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1948, 54 (07) : 643 - 643
[6] ON CENTRAL LIMIT THEOREM FOR SUMS OF DEPENDENT RANDOM VARIABLES
ROSEN, B
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1967, 7 (01): : 48 - &
[7] Precise asymptotics in some strong limit theorems for multidimensionally indexed random variables
Gut, A
Spataru, A
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2003, 86 (02) : 398 - 422
[8] Central limit theorem for sampled sums of dependent random variables
Guillotin-Plantard, Nadine
Prieur, Clémentine
[J]. ESAIM - Probability and Statistics, 2010, 14 (06) : 299 - 314
[9] Central limit theorem for certain classes of dependent random variables
Kaminski, M.
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2007, 51 (02) : 335 - 342
[10] ON A CENTRAL LIMIT THEOREM FOR SHRUNKEN WEAKLY DEPENDENT RANDOM VARIABLES
Bradley, Richard C.
Jurek, Zbigniew J.
[J]. HOUSTON JOURNAL OF MATHEMATICS, 2015, 41 (02): : 621 - 638

← 1 2 3 4 5 →