On a central limit theorem for shrunken weakly dependent random variables

zbMATH Open1330.60043MaRDI QIDQ3458482FDOQ3458482

Authors Zbigniew J. Jurek, Richard C. Bradley 

Publication date 18 December 2015

Full work available at URL https://arxiv.org/abs/1410.0214

zbMATH Keywords

central limit theoremstrictly stationary sequencesmixing conditionsweakly dependent random variablesshrinking operator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Abstract: A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[max|x|-r,0]cdotx/|x|,rge0$. For independent, identically distributed random variables, this result was proved earlier by Housworth and Shao.

Recommendations

• Central limit theorem for weakly dependent variables
• On the central limit theorem
• Central limit theorems for mixing sequences of random variables under minimal conditions
• scientific article; zbMATH DE number 4076183
• scientific article; zbMATH DE number 512561

Cited In (5)

• Title not available (Why is no real title available?)
• Central limit theorems for the shrinking target problem
• On a limit theorem for a non-linear scaling
• On a method of introducing free-infinitely divisible probability measures
• On central limit theorems for shrunken random variables

This page was built for publication: On a central limit theorem for shrunken weakly dependent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3458482)