Some conditional results for conditionally strong mixing sequences of random variables (Q365815): Difference between revisions

The notion of conditional strong mixing for a sequence of random variables was introduced by the reviewer [Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054)]. The authors study the relation between strong mixing and conditionally strong mixing properties and derive some properties of conditionally strong mixing sequences of random variables. They obtain conditional covariance inequalities and a conditional central limit theorem for such sequences under some conditions.

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reviewed by

B. L. S. Prakasa Rao

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zbMATH Keywords

strong mixing

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conditionally strong mixing

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conditional covariance inequality

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conditional independence

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conditional stationarity

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conditional central limit theorem

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11425-012-4554-0

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cites work

Q3894827

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Asymptotic optimal inference for non-ergodic models

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Q4836494

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The strong law of large numbers for weighted averages under dependence assumptions

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Q4183968

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Q5614322

0 references

Q3911791

0 references

Moment bounds for mixing random variables useful in nonparametric function estimation

0 references

Probability Inequalities

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The functional central limit theorem under the strong mixing condition

0 references

Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables

0 references

On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient

0 references

Conditional independence, conditional mixing and conditional association

0 references

The bootstrap of the mean for strong mixing sequences under minimal conditions

0 references

A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

0 references

Moment inequalities for mixing sequences of random variables

0 references

A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes

0 references

Maximal moment inequality for partial sums of strong mixing sequences and application

0 references

Moment bounds for stationary mixing sequences

0 references

The Borel-Cantelli lemma for strong mixing sequences of events and their applications to LIL

0 references

Laws of large numbers for Cesàro alpha-integrable random variables under dependence condition AANA or AQSI

0 references

Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications

0 references

Conditional limit theorems for conditionally negatively associated random variables

0 references

Conditional limit theorems for conditionally linearly negative quadrant dependent random variables

0 references

Conditional versions of limit theorems for conditionally associated random variables

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Identifiers

zbMATH Open document ID

1314.60075

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Mathematics Subject Classification ID

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0 references

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10.1007/S11425-012-4554-0

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Sitelinks

Mathematics(1 entry)

mardi Publication:365815

@@ Property / DOI @@
-.1007/s11425-012-4554-0
@@ Property / DOI: 10.1007/s11425-012-4554-0 / rank @@
-Normal rank
@@ Property / author @@
-De-Mei Yuan
@@ Property / author: De-Mei Yuan / rank @@
-Normal rank
@@ Property / author @@
+De-Mei Yuan
@@ Property / author: De-Mei Yuan / rank @@
+Normal rank
@@ Property / review text @@
+The notion of conditional strong mixing for a sequence of random variables was introduced by the reviewer [Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054)]. The authors study the relation between strong mixing and conditionally strong mixing properties and derive some properties of conditionally strong mixing sequences of random variables. They obtain conditional covariance inequalities and a conditional central limit theorem for such sequences under some conditions.
+Normal rank
@@ Property / reviewed by @@
+B. L. S. Prakasa Rao
@@ Property / reviewed by: B. L. S. Prakasa Rao / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E15
@@ Property / Mathematics Subject Classification ID: 60E15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6207050
@@ Property / zbMATH DE Number: 6207050 / rank @@
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@@ Property / zbMATH Keywords @@
+strong mixing
@@ Property / zbMATH Keywords: strong mixing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditionally strong mixing
@@ Property / zbMATH Keywords: conditionally strong mixing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional covariance inequality
@@ Property / zbMATH Keywords: conditional covariance inequality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional independence
@@ Property / zbMATH Keywords: conditional independence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional stationarity
@@ Property / zbMATH Keywords: conditional stationarity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional central limit theorem
@@ Property / zbMATH Keywords: conditional central limit theorem / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11425-012-4554-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2266856325
@@ Property / OpenAlex ID: W2266856325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3894827
@@ Property / cites work: Q3894827 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic optimal inference for non-ergodic models
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+The strong law of large numbers for weighted averages under dependence assumptions
+Normal rank
@@ Property / cites work @@
+Q4183968
@@ Property / cites work: Q4183968 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5614322
@@ Property / cites work: Q5614322 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Moment bounds for mixing random variables useful in nonparametric function estimation
+Normal rank
@@ Property / cites work @@
+Probability Inequalities
@@ Property / cites work: Probability Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+The functional central limit theorem under the strong mixing condition
+Normal rank
@@ Property / cites work @@
+Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
+Normal rank
@@ Property / cites work @@
+On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
+Normal rank
@@ Property / cites work @@
+Conditional independence, conditional mixing and conditional association
+Normal rank
@@ Property / cites work @@
+The bootstrap of the mean for strong mixing sequences under minimal conditions
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
+Normal rank
@@ Property / cites work @@
+Moment inequalities for mixing sequences of random variables
+Normal rank
@@ Property / cites work @@
+A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes
+Normal rank
@@ Property / cites work @@
+Maximal moment inequality for partial sums of strong mixing sequences and application
+Normal rank
@@ Property / cites work @@
+Moment bounds for stationary mixing sequences
@@ Property / cites work: Moment bounds for stationary mixing sequences / rank @@
+Normal rank
@@ Property / cites work @@
+The Borel-Cantelli lemma for strong mixing sequences of events and their applications to LIL
+Normal rank
@@ Property / cites work @@
+Laws of large numbers for Cesàro alpha-integrable random variables under dependence condition AANA or AQSI
+Normal rank
@@ Property / cites work @@
+Rosenthal type inequalities for asymptotically almost negatively associated random variables and applications
+Normal rank
@@ Property / cites work @@
+Conditional limit theorems for conditionally negatively associated random variables
+Normal rank
@@ Property / cites work @@
+Conditional limit theorems for conditionally linearly negative quadrant dependent random variables
+Normal rank
@@ Property / cites work @@
+Conditional versions of limit theorems for conditionally associated random variables
+Normal rank
@@ Property / DOI @@
+.1007/S11425-012-4554-0
@@ Property / DOI: 10.1007/S11425-012-4554-0 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:365815