Stable Limits for Associated Random Variables
Dabrowski, Andre Robert ; Jakubowski, Adam
Ann. Probab., Tome 22 (1994) no. 4, p. 1-16 / Harvested from Project Euclid
We consider a stationary sequence of associated real random variables and state conditions which guarantee that partial sums of this sequence, when properly normalized, converge in distribution to a stable, non-Gaussian limit. Limit theorems for jointly stable and associated random variables are investigated in detail. In the general case we assume that finite-dimensional distributions belong to the domain of attraction of multidimensional strictly stable laws and that there is a bound on the positive dependence given by finiteness of an analog to the lag covariance series.
Publié le : 1994-01-14
Classification:  Central limit theorem,  $\alpha$-stable,  association,  60F05,  60E07
@article{1176988845,
     author = {Dabrowski, Andre Robert and Jakubowski, Adam},
     title = {Stable Limits for Associated Random Variables},
     journal = {Ann. Probab.},
     volume = {22},
     number = {4},
     year = {1994},
     pages = { 1-16},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988845}
}
Dabrowski, Andre Robert; Jakubowski, Adam. Stable Limits for Associated Random Variables. Ann. Probab., Tome 22 (1994) no. 4, pp.  1-16. http://gdmltest.u-ga.fr/item/1176988845/