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http://dx.doi.org/10.4134/JKMS.2004.41.5.883

CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES  

Liang, Han-Yang (Department of Applied Mathematics Tongji University)
Zhang, Dong-Xia (Department of Applied Mathematics Tongji University)
Baek, Jong-Il (School of Mathematics and Informational Statistics and Institute of Basic Natural Science)
Publication Information
Journal of the Korean Mathematical Society / v.41, no.5, 2004 , pp. 883-894 More about this Journal
Abstract
We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.
Keywords
strong convergence; weighted sum; Cesaro mean; central limit theorem; negatively associated random variable.;
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