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A Central Limit Theorem for the Linear Process in a Hilbert Space under Negative Association

  • Ko, Mi-Hwa (Department of Mathematics and Institute of Basic Natural Science, WonKwang University)
  • Published : 2009.07.31

Abstract

We prove a central limit theorem for the negatively associated random variables in a Hilbert space and extend this result to the linear process generated by negatively associated random variables in a Hilbert space. Our result implies an extension of the central limit theorem for the linear process in a real space under negative association to a simplest case of infinite dimensional Hilbert space.

Keywords

References

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