In this note we prove a functional central limit theorem for LPQD processes, satisfying some assumptions on the covariances and the moment condition \(\sup \_{j \geqslant 1} E\left|X\_{1}\right|^{2+}0\). ' 1943 Academic Press. Inc
Central Limit Theorems for Markov-Connected Random Variables
β Scribed by E. Liebscher
- Publisher
- John Wiley and Sons
- Year
- 1992
- Tongue
- English
- Weight
- 642 KB
- Volume
- 156
- Category
- Article
- ISSN
- 0025-584X
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β¦ Synopsis
Abstract
The paper provides some central limit theorems for triangular arrays of Markovβconnected random variables. It is assumed the Markov chain to satisfy condition (D~1~) which is an generalization of strong Doeblin's condition (D~o~). One result represents a central limit theorem without the assumption of finite variances.
π SIMILAR VOLUMES
## Abstract A general almost sure limit theorem is presented for random fields. It is applied to obtain almost sure versions of some (functional) central limit theorems. (Β© 2003 WILEYβVCH Verlag GmbH & Co. KGaA, Weinheim)
The random variables (r.vs.) X , . i E S : = ( 1 , 2 ...I, to he dealt uith are measurable mappings from a probability space (9. 91, P ) into a measure space (B, %), R being a RANACH space with a countable hasis (e,),,,, and ' 3 the o-algebra of 13orel sets of B. The type of convergence to be mainly