Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

HOME ALL ARTICLES View

J. Korean Math. Soc. 2004; 41(5): 883-894

Printed September 1, 2004

Copyright © The Korean Mathematical Society.

Convergence of weighted sums for dependent random variables

Han-Ying Liang, Dong-Xia Zhang, and Jong-Il Baek

Tongji University, Tongji University, Wonkwang University

Abstract

We discuss in this paper the strong convergence for weighted sums of negative associated (in abbreviation: NA) arrays. Meanwhile, the central limit theorem for weighted sums of NA variables and linear process based on NA variables is also considered. As corollary, we get the results on iid of Li et al. ([10]) in NA setting.

Keywords: strong convergence, weighted sum, Cesaro mean, central limit theorem, negatively associated random variable

MSC numbers: 60F15