A functional central limit theorem for positively dependent random variables (Q1209885): Difference between revisions
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Revision as of 10:53, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional central limit theorem for positively dependent random variables |
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A functional central limit theorem for positively dependent random variables (English)
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16 May 1993
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A pair of random variables, \(X\) and \(Y\), is positive quadrant dependent if for every real \(x\) and \(y\), \(P[X>x,Y>y]\) is greater than or equal to \(P[X>x]P[Y>y]\). A sequence of random variables is linearly positive quadrant dependent if every pair of linear combinations of these variables over disjoint sets of indices is positive quadrant dependent. This paper establishes a functional central limit theorem for nonstationary sequences of linearly positive dependent variables under moment conditions and conditions on the rate of decrease of certain covariance expressions.
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positive quadrant dependence
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coefficient of maximal covariances
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functional central limit theorem
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