대한수학회논문집 (Communications of the Korean Mathematical Society)

  • 제16권1호
  • /
  • Pages.125-135
  • /
  • 2001
  • /
  • 1225-1763(pISSN)
  • /
  • 2234-3024(eISSN)
대한수학회 (Korean Mathematical Society)
권호 표지

ON AN ARRAY OF WEAKLY DEPENDENT RANDOM VECTORS

  • Jeon, Tae-Il (Department of Mathematics, Taejon University)
  • 발행 : 2001.01.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

In this article we investigate the dependence between components of the random vector which is given as an asymptotic limit of an array of random vectors with interlaced mixing conditions. We discuss the cross covariance of the limiting vector process and give a stronger condition to have a central limit theorem for an array of random vectors with mixing conditions.

키워드

참고문헌

  1. J. Theor. Prob. v.5 On the spectral density and asymptotic normality of weakly dependent random fields Bradley R. C.
  2. Ann. Prob. v.21 no.4 Equivalent mixing conditions for random fields
  3. Proc. A. M. S. v.119 no.2 Moment conditions for almost sure convergence of weakly correlated rendom variables Bryc, W.;Smolenski, W.
  4. J. Theo. Prob. v.9 no.3 On the asymptotic normality of sequences of weakly dependent random variables Peligrad, M.
  5. Proceedings of the 6th Berkeley Symposium on Mathematical Statistics and Probability v.2 A bound for the errors in the normal approximation of a sum of dependent random variables Stain, C.
  6. Theory Probab. Appl. v.36 no.4 On the rate of convergence in the central limit theorem for weakly dependent random variables Zuparov, T. M.