A Note on the Central Limit Theorems for Dependent Random Variables. (17th October 2012)

• Record Type: Journal Article
• Authors: Shang, Yilun
• Other Names: Fiems D. Academic Editor.; Hutt A. Academic Editor.; Montero M. Academic Editor.
• Is Part Of: ISRN probability and statistics. Volume 2012(2012)
• Publication Date: 2012-10-17
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; Mathematical statistics; Probabilities; Electronic journals; Periodicals; 519
• DOI: 10.5402/2012/192427
• Languages: English
• ISSNs: 2090-4711

Abstract

Abstract : Classical central limit theorem is considered the heart of probability and statistics theory. Our interest in this paper is central limit theorems for functions of random variables under mixing conditions. We impose mixing conditions on the differences between the joint cumulative distribution functions and the product of the marginal cumulative distribution functions. By using characteristic functions, we obtain several limit theorems extending previous results.