On Central Limit Theory for Families of Strongly Mixing Additive Random Functions

M. R. Leadbetter and Holger Rootzén

A chapter in Stochastic Processes, 1993, pp 211-223 from Springer

Abstract: Abstract The paper considers distributional limits for families of additive random interval functions ζ t = ζt(I), under an array form of strong mixing. This provides a natural general setting for discussing the central limit problem in a variety of situations, including sums of strongly mixing arrays, and certain random measures of interest in continuous parameter extremal theory. In particular previous results on array sums are extended, providing also insights into the role of various mixing conditions used in earlier works.

Keywords: Central Limit; Random Measure; Dependent Random Variable; Array Form; Weak Stationarity (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-7909-0_24

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DOI: 10.1007/978-1-4615-7909-0_24

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