• Title/Summary/Keyword: weakly dependent random vector

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ON AN ARRAY OF WEAKLY DEPENDENT RANDOM VECTORS

  • Jeon, Tae-Il
    • Communications of the Korean Mathematical Society
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    • v.16 no.1
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    • pp.125-135
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    • 2001
  • In this article we investigate the dependence between components of the random vector which is given as an asymptotic limit of an array of random vectors with interlaced mixing conditions. We discuss the cross covariance of the limiting vector process and give a stronger condition to have a central limit theorem for an array of random vectors with mixing conditions.

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