On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables
Sign Up to like & getrecommendations! Published in 2018 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-018-9391-6
Abstract: We present upper bounds for supx ∈ ℝ|P{ZN 0 (SN = X1 + ⋯ + XN) of centered strongly mixing or uniformly strongly mixing random variables X1, X2, . . . . Here the number of summands N is a nonnegative integer-valued random variable independent… read more here.
Keywords: random variables; random sums; rate convergence; random ... See more keywords
Strong convergence of -mixing random sequences
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DOI: 10.1080/03610926.2019.1673415
Abstract: Abstract The strong limit theory is one of the most important problems in the probability theory. Some results on the convergence of -mixing random sequences have been presented. In this paper, we study the almost… read more here.
Keywords: mixing random; convergence mixing; random sequences; strong convergence ... See more keywords
Almost complete convergence for the sequence of approximate solutions in linear calibration problem with α-mixing random data
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DOI: 10.2298/fil2010251k
Abstract: In this work, we propose a stochastic method which gives an estimated solution for a linear calibration problem with α−mixing random data. We establish exponential inequalities of Fuk Nagaev type, for the probability of the… read more here.
Keywords: approximate solutions; linear calibration; problem mixing; mixing random ... See more keywords
Complete and complete moment convergence for weighted sums of ρ̃-mixing random variables
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DOI: 10.7153/jmi-2018-12-16
Abstract: In this paper, we establish complete convergence results and a complete moment convergence result and prove the equivalence of them for weighted sums of ρ̃ -mixing random variables. Our results generalize and improve the results… read more here.
Keywords: random variables; complete moment; weighted sums; sums mixing ... See more keywords