The size of the averages of strongly mixing random variables

Eric Rieders

Statistics & Probability Letters, 1993, vol. 18, issue 1, 57-64

Abstract: Mixing conditions have frequently been found to be satisfactory substitutes for independence in attempts to generalize the classical limit theorems of probability theory. We find that there is a natural way to classify stationary sequences with respect to the way in which the sizes of the corresponding averages are controlled by the moments of the marginal distribution, using two of the standard mixing conditions. Stationary sequences of [phi]-mixing random variables have averages controlled by their moments in the same way as independent sequences, whereas the weaker condition of strong mixing is shown, via examples, not to in general imply results analogous to the classical theorems.

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(93)90099-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:18:y:1993:i:1:p:57-64

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().