General Central Limit Theorems for Associated Sequences
Probability
2016-11-08 v2
Abstract
In this paper, we provide general central limit theorems (CLT's) for associated random variables (rv's) following the approaches used by Newman (1980) and Olivera et al.(2012). Given some assumptions, a Lyapounov-Feller-Levy type theorem is stated. We next specify different particular CLT versions of associated sequences based on moment conditions. A comparison study with available CTL's is performed. As a by-product, we complete an important available theorem where an assumption was missing.
Keywords
Cite
@article{arxiv.1610.07101,
title = {General Central Limit Theorems for Associated Sequences},
author = {Harouna Sangaré and Gane Samb Lo},
journal= {arXiv preprint arXiv:1610.07101},
year = {2016}
}
Comments
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