An almost sure central limit theorem for products of sums under association
Let {Xn,n[greater-or-equal, slanted]1} be a strictly stationary positively or negatively associated sequence of positive random variables with and . Denote and [gamma]=[sigma]/[mu] the coefficient of variation. Under suitable conditions, we show thatwhere , F(·) is the distribution function of the random variable , and is a standard normal random variable. This extends the earlier work on independent, positive random variables (see Khurelbaatar and Rempala [2006. A note on the almost sure limit theorem for the product of partial sums. Appl. Math. Lett. 19, 191-196]).
Year of publication: |
2008
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Authors: | Li, Yun-Xia ; Wang, Jian-Feng |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 4, p. 367-375
|
Publisher: |
Elsevier |
Keywords: | Almost sure central limit theorem Products of sums Positive (negative) association |
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