A central limit theorem for randomly indexed m-dependent random variables

A More General Central Limit Theorem for M-dependent Random Variables with Unbounded M

In this article, a general central limit theorem for a triangular array of m-dependent random variables is presented. Here m may tend to innnity with the row index at a certain rate. Our theorem is a generalization of previous results. Some examples are given that show that the generalization is useful. In particular, we consider the limiting behavior of the sample mean of a running average pro...

Central and Local Limit Theories in Markov Dependent Random Variables

Central Limit Theorems for Dependent Random Variables

1. Limiting distributions of sums of 'small' independent random variables have been extensively studied and there is a satisfactory general theory of the subject (see e.g. the monograph of B.V. Gnedenko and A.N. Kolmogorov [2]). These results are conveniently formulated for double arrays Xn k (k = 1, . . . , kn ; n = 1, 2, . . . ) of random variables where the Xn k (k = 1, . . . , kn), the rand...

central and local limit theories in markov dependent random variables

A Local Limit Theorem for Sums of Dependent Random Variables

A version of central limit is established normalized sums dependent random when a theorem is and conditional are sufficiently The proof ideas from by representing density as integral of score function a translation of distributions. 1980 Subject 60F99.