Interval type local limit theorems for lattice type random variables and distributions

Central and Local Limit Theories in Markov Dependent Random Variables

Central and Local Limit Theorems in Markov Dependent Random Variables

We consider an irreducible and aperiodic Markov chain {kn}n=0 over the finite state space E = {1, . . . , p} with positive regular transition matrix P = {pij} and additive component {Un} such that {Sn} = {(kn, Un)} is also a Markov chain over the state space E1 = E × R. We prove a central and a local limit theorem for this chain when the probability density functions of {Sn}, conditional on the...

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...

Rosenthal’s Type Inequalities for Negatively Orthant Dependent Random Variables

In this paper, we obtain some Rosenthal’s type inequalities for negatively orthant dependent (NOD) random variables.

central and local limit theories in markov dependent random variables