Relative stability for strictly stationary sequences

DOI10.1006/JMVA.2000.1946MaRDI QIDQ5947226zbMATH OpenOpenAlexWikidataFDO

Authors Zbigniew S. Szewczak

Publication date 22 July 2002

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2000.1946

zbMATH Keywords

relative stabilityuniformly strong mixing sequences

Mathematics Subject Classification ID

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

Review text

For a strictly stationary sequence of nonnegative random variables satisfying the ``minimal dependence condition, the author presents necessary and sufficient conditions for the relative stability. Relative stability of uniformly strong mixing sequences is considered, too.

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Cited in

(6)

• On limit theorems for continued fractions
• Marcinkiewicz laws with infinite moments
• On the martingale central limit theorem for strictly stationary sequences
• Relative stability in strictly stationary random sequences
• Generalized Marcinkiewicz laws for weighted dependent random vectors in Hilbert spaces
• On minimal conditions of the weak dependence in limit theorems for stationary sequences

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