ON THE CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES

Авторы

  • Muxtorov Ibrohim G‘aybulla o‘g‘li National University of Uzbekistan, Tashkent

Ключевые слова:

Central limit theorem;  m-dependent random variables

Аннотация

In this article, we proved central limit theorem for dependent random variables.

 

Библиографические ссылки

Brockwell, P.J., Davis, R.A., 1991. Time Series: Theory and Models, 2nd Edition. Springer, New York.

Hoeffding, W., Robbins, H., 1948. The central limit theorem for dependent random variables. Duke Math. J. 15, 773-780.

Liu, R.Y., Singh, K., 1992. Moving blocks jackknife and bootstrap capture weak dependence. In: LePage, Billard (Eds.), Exploring the Limits of Bootstrap. Wiley, New York.

Peligrad, M., 1996. On the asymptotic normality of sequences of weak dependent random variables. J. Theoret. Probab. 9, 703-715.

Bergstrom, H., 1970. A comparison method for distribution functions of sums of independent and dependent random variables. Theor.Probab. Appl. 15, 430 - 457.

Rio, E., 1995. About the Lindeberg method for strongly mixing sequences. European Ser. Appl. Ind. Math. Probab. Statist. 1, 35-61.

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Опубликован

2022-10-14

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Articles