CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES

Title & Authors
CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES
Liang, Han-Yang; Zhang, Dong-Xia; Baek, Jong-Il;

Abstract
We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.
Keywords
strong convergence;weighted sum;Cesaro mean;central limit theorem;negatively associated random variable.;
Language
English
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