Weak and Almost Sure Convergence for Products of Sums of Associated Random Variables. (14th June 2012)

• Record Type: Journal Article
• Authors: Matuła, Przemysław; Stępień, Iwona
• Other Names: Burman P. Academic Editor.; Lototsky S. Academic Editor.; Paarsch H. J. Academic Editor.
• Is Part Of: ISRN probability and statistics. Volume 2012(2012)
• Publication Date: 2012-06-14
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; Mathematical statistics; Probabilities; Electronic journals; Periodicals; 519
• DOI: 10.5402/2012/107096
• Languages: English
• ISSNs: 2090-4711

Abstract

Abstract : We study weak convergence of product of sums of stationary sequences of associated random variables to the log-normal law. The almost sure version of this result is also presented. The obtained theorems extend and generalize some of the results known so far for independent or associated random variables.