On a central limit theorem for shrunken weakly dependent random variables

zbMATH Open1330.60043arXiv1410.0214MaRDI QIDQ3458482FDOQ3458482

Authors: Zbigniew J. Jurek, Richard C. Bradley 

Publication date: 18 December 2015

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.

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

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

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)

Cited In (5)

• Title not available (Why is that?)
• 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)