𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Self-normalized central limit theorem and estimation of variance of partial sums for negative dependent random variables

✍ Scribed by Lixin Zhang; Strongway Shi


Book ID
107500526
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2002
Tongue
English
Weight
325 KB
Volume
17
Category
Article
ISSN
1005-1031

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A central limit theorem for self-normali
✍ M.P Quine πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 100 KB

We give conditions under which the self-normalized product of independent and identically distributed (i.i.d) random variables X1; X2; : : :, where \* denotes the sum over all n-1-long sequences of integers 16i1Β‘i2Β‘ β€’ β€’ β€’ Β‘in-16n, is asymptotically normally distributed as n β†’ ∞.

A limit theorem for partial sums of rand
✍ Wen Liu; Jia-an Yan; Weiguo Yang πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 131 KB

In this paper, we establish a new limit theorem for partial sums of random variables. As corollaries, we generalize the extended Borel-Cantelli lemma, and obtain some strong laws of large numbers for Markov chains as well as a generalized strong ergodic theorem for irreducible and positive recurrent