The almost sure local central limit theorem for the negatively associated sequences (Q364460)
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scientific article; zbMATH DE number 6206835
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| English | The almost sure local central limit theorem for the negatively associated sequences |
scientific article; zbMATH DE number 6206835 |
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The almost sure local central limit theorem for the negatively associated sequences (English)
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9 September 2013
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Summary: The almost sure central limit theorem is established for sequences of negatively associated random variables: \[ \lim_{n \to \infty}(1/\log n) \sum^n_{k = 1}(\operatorname{I}(a_k \leq S_k < b_k)/k)\operatorname{P}(a_k \leq S_k < b_k) = 1 \text{ a.s.} \] This is the local almost sure central limit theorem for negatively associated sequences similar to results by \textit{E. Csáki} et al. [Probab. Theory Relat. Fields 97, No. 3, 321--337 (1993; Zbl 0792.60028)]. The results extend those on almost sure local central limit theorems from the i.i.d. case to the stationary negatively associated sequences.
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almost sure central limit theorem
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negatively associated random variables
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sums of negatively associated random variables
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0.9312288165092468
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0.9139455556869508
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0.8817906975746155
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0.880962610244751
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