Displaying similar documents to “Hilbert space valued generalized random processes. I.”

A central limit theorem for processes generated by a family of transformations

Marian Jabłoński

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Let τ n , n 0 be a sequence of measure preserving transformations of a probability space (Ω,Σ,P) into itself and let f n , n 0 be a sequence of elements of L 2 ( Ω , Σ , P ) with E f n = 0 . It is shown that the distribution of ( i = 0 n f i τ i . . . τ 0 ) ( D ( i = 0 n f i τ i . . . τ 0 ) ) - 1 tends to the normal distribution N(0,1) as n → ∞. 1985 Mathematics Subject Classification: 58F11, 60F05, 28D99.

On the strong convergence for weighted sums of asymptotically almost negatively associated random variables

Haiwu Huang, Guangming Deng, QingXia Zhang, Yuanying Jiang (2014)

Kybernetika

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Applying the moment inequality of asymptotically almost negatively associated (AANA, in short) random variables which was obtained by Yuan and An (2009), some strong convergence results for weighted sums of AANA random variables are obtained without assumptions of identical distribution, which generalize and improve the corresponding ones of Zhou et al. (2011), Sung (2011, 2012) to the case of AANA random variables, respectively.