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CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES

  • Liang, Han-Yang (Department of Applied Mathematics Tongji University) ;
  • Zhang, Dong-Xia (Department of Applied Mathematics Tongji University) ;
  • Baek, Jong-Il (School of Mathematics and Informational Statistics and Institute of Basic Natural Science)
  • Published : 2004.09.01

Abstract

We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.

Keywords

References

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