A note on the almost sure central limit theorem for negatively associated fields

被引:4
|
作者
Wang, Jiang-Feng [1 ,2 ]
Liang, Han-Ying [1 ]
机构
[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
[2] Huazhong Normal Univ, Sch Sci, Hangzhou 310036, Zhejiang, Peoples R China
基金
中国国家自然科学基金;
关键词
D O I
10.1016/j.spl.2008.01.065
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let {X-i: i is an element of N-d} (d >= 1) be a field of negatively associated random variables. Set S-n = Sigma(i <= n) X-i, sigma(2)(n) = Var(S-n). Under some suitable conditions, we show that lim(N-->infinity) 1/D-N Sigma(k <= N)d(k) P (S-k/sigma(k) < x) = Phi(x) for any x is an element of R is a necessary and sufficient criteria for the almost sure central limit theorem, i.e. lim(N-->infinity) 1/D-N Sigma(k <= N)d(k) I (S-k/sigma(k) < x) = Phi(x) a.s. for any x is an element of R, where Phi(x) is the standard normal distribution function, D-N = Sigma(k <= N)d(k) and d(k) = 1/\k\exp(Sigma(d)(S=1)(log k(s))(alpha)), 0 <= alpha < 1/2, N is an element of N-d. In particular, we obtain here the almost sure central limit theorem for negatively associated fields that assures the usual central limit theorem. (C) 2008 Elsevier B.V. All rights reserved.
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页码:1964 / 1970
页数:7
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