A Central Limit Theorem for Non-stationary Strongly Mixing Random Fields

被引：5

作者：

Bradley, Richard C. ^{[1
]}

Tone, Cristina ^{[2
]}

机构：

[1] Indiana Univ, Dept Math, Rawles Hall 313, Bloomington, IN 47405 USA

[2] Univ Louisville, Dept Math, 328 Nat Sci Bldg, Louisville, KY 40292 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2017年 / 30卷 / 02期

关键词：

Central limit theorem; Non-stationary random fields; Strong mixing; Lindeberg condition; Kolmogorov's distance; DEPENDENT RANDOM-VARIABLES;

D O I：

10.1007/s10959-015-0656-2

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：

In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the partial sums of uniformly -mixing non-stationary random fields satisfying the Lindeberg condition, in the presence of an extra dependence assumption involving maximal correlations.

引用

页码：655 / 674

页数：20

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