Displaying similar documents to “Sharp equivalence between ρ- and τ-mixing coefficients”

Central limit theorem for sampled sums of dependent random variables

Nadine Guillotin-Plantard, Clémentine Prieur (2010)

ESAIM: Probability and Statistics

Similarity:

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to dependent random variables sampled by a -valued transient random walk. This extends the results obtained by [N. Guillotin-Plantard and D. Schneider, (2003) 477–497]. An application to parametric estimation by random sampling is also provided.

Complete convergence of weighted sums for arrays of rowwise ϕ -mixing random variables

Xinghui Wang, Xiaoqin Li, Shuhe Hu (2014)

Applications of Mathematics

Similarity:

In this paper, we establish the complete convergence and complete moment convergence of weighted sums for arrays of rowwise ϕ -mixing random variables, and the Baum-Katz-type result for arrays of rowwise ϕ -mixing random variables. As an application, the Marcinkiewicz-Zygmund type strong law of large numbers for sequences of ϕ -mixing random variables is obtained. We extend and complement the corresponding results of X. J. Wang, S. H. Hu (2012).