Convergence of weighted sums for dependent random variables

被引:13
|
作者
Liang, HY [1 ]
Zhang, DX
Baek, JI
机构
[1] Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China
[2] Wonkwang Univ, Sch Math & Informat Stat, Iksan 570749, South Korea
[3] Wonkwang Univ, Inst Basic Nat Sci, Iksan 570749, South Korea
关键词
strong convergence; weighted sum; Ceshro mean; central limit theorem; negatively associated random variable;
D O I
10.4134/JKMS.2004.41.5.883
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
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页码:883 / 894
页数:12
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