STABLE LIMITS FOR ASSOCIATED RANDOM-VARIABLES

被引：13

作者：

DABROWSKI, AR ^{[1
]}

JAKUBOWSKI, A ^{[1
]}

机构：

[1] NICHOLAS COPERNICUS UNIV,DEPT MATH,PL-87100 TORUN,POLAND

来源：

ANNALS OF PROBABILITY | 1994年 / 22卷 / 01期

关键词：

CENTRAL LIMIT THEOREM; ALPHA-STABLE; ASSOCIATION;

D O I：

10.1214/aop/1176988845

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：

We consider a stationary sequence of associated real random variables and state conditions which guarantee that partial sums of this sequence, when properly normalized, converge in distribution to a stable, non-Gaussian limit. Limit theorems for jointly stable and associated random variables are investigated in detail. In the general case we assume that finite-dimensional distributions belong to the domain of attraction of multidimensional strictly stable laws and that there is a bound on the positive dependence given by finiteness of an analog to the lag covariance series.

引用

页码：1 / 16

页数：16

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