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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2008, том 14(30), выпуск 1, страницы 30–38 (Mi thsp126)

The rosenblatt coefficient of dependence for $m$–dependent random sequences with applications to the ASCLT

[The Rosenblatt coefficient of dependence for $m$–dependent random sequences with applications to the ASCLT]

Rita Giuliano

Dipartimento di Mathematica ``L.Tonelli'', Largo B.Pontecorvo, 5, 56100 Pisa (Italy)

Аннотация: We prove a new bound for the Rosenblatt coefficient of the normalized partial sums of a sequence of $m$-dependent random variables; this bound is used to prove a general result, from which the Almost Sure Central Limit Theorem can be deduced.

Ключевые слова: Rosenblatt coefficient; $m$-dependent sequences; Almost Sure Central Limit Theorem.

MSC: Primary 60F05; Secondary 60G10

Язык публикации: английский



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