关联序列的一般中心极限定理

Harouna Sangar'e, G. Lo
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引用次数: 3

摘要

在本文中,我们遵循Newman(1980)和Olivera et al.(2012)使用的方法,为相关随机变量(rv’s)提供了一般中心极限定理(CLT’s)。在一定的假设条件下,给出了一个Lyapounov-Feller-Levy型定理。接下来,我们根据力矩条件指定相关序列的不同特定CLT版本。进行了与现有CTL的比较研究。作为一个副产品,我们完成了一个重要的可用定理,其中缺少了一个假设。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
General Central Limit Theorems for Associated Sequences
In this paper, we provide general central limit theorems (CLT's) for associated random variables (rv's) following the approaches used by Newman (1980) and Olivera et al.(2012). Given some assumptions, a Lyapounov-Feller-Levy type theorem is stated. We next specify different particular CLT versions of associated sequences based on moment conditions. A comparison study with available CTL's is performed. As a by-product, we complete an important available theorem where an assumption was missing.
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