It is known (Hofmann-Credner and Stolz (2008) [4]) that the convergence of the mean empirical spectral distribution of a sample covariance matrix Wn=1/nYnYnt to the Marčenko–Pastur law remains unaffected if the rows and columns of Yn exhibit some dependence, where only the growth of the...

This paper presents a model of a Walrasian exchange economy in which the preferences and endowments of the agents are random. Stochastic interaction among the agents is formally described in terms of dependency neighborhoods. The main result is a characterization of the distribution of...

In this paper a higher class of monotone dependence functions is defined and their properties are investigated. A class of monotone dependence functions is introduced in Kowalczyk (1987) and Kowalczyk et al. (1977). Another, one parameter class is considered in Krajka et al. (1992). The higher...

We give here an almost sure central limit theorem for associated sequences, strongly mixing and p-mixing sequences under the same conditions that assure that the central limit theorem holds.