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A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUM OF LNQD RANDOM VARIABLES AND ITS APPLICATION
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 Title & Authors
A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUM OF LNQD RANDOM VARIABLES AND ITS APPLICATION
KIM, HYUN-CHULL; KIM, TAE-SUNG;
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 Abstract
In this paper we derive the central limit theorem for , where is a triangular array of nonnegative numbers such that $sup_n{\sum}_{i=1}^n\;a_{ni}^2\;<\;{\infty},\;max_{1{\leq}i{\leq}n}a_{ni}{\rightarrow}0\;as\;n\;{\rightarrow}\;{\infty}\;and\;\xi'_i\;s$ are a linearly negative quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process .ĀĀ會ĀĀ�ヨ⨀恡辣ĀĀĀ會ĀĀゕヨ⨀냻㆗ЀĀЀ會ĀЀ袕ヨ⨀僼㆗Ā؀會Ā؀ヨ⨀삧Āࠀ會Āࠀ㢖ヨ⨀퀝䚑Ā᐀會Ā᐀邖ヨ⨀㠝䚑⤀Ā저會Ā저ヨ⨀磺삧Ā᐀會Ā᐀䂗ヨ⨀჻삧Ā᐀會Ā᐀颗ヨ⨀恔㦔瀀ꀏ會Āヨ⨀퀝䚑Ā᐀會Ā᐀䢘ヨ⨀삤ᮠĀ㰀會Ā㰀ꂘヨ⨀墥ᮠĀ㈀會Ā㈀ヨ⨀ᮠĀ᐀
 Keywords
central limit theorem;linear process;linearly negative quadrant dependent;uniformly integrable;triangular array;
 Language
English
 Cited by
1.
On the Exponential Inequality for Weighted Sums of a Class of Linearly Negative Quadrant Dependent Random Variables, The Scientific World Journal, 2014, 2014, 1  crossref(new windwow)
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