Fluctuations of Sequences which Converge in Distribution
Rootzen, Holger
Ann. Probab., Tome 4 (1976) no. 6, p. 456-463 / Harvested from Project Euclid
A sequence $\{Y_n\}^\infty_{n=1}$ of random variables with values in a metric space is mixing with limiting distribution $G$ if $P(\{Y_n \in A\}\mid B) \rightarrow G(A)$ for all $G$-continuity sets $A$ and all events $B$ that have positive probability. It is shown that if $\{Y_n\}$ is mixing with limiting distribution $G$ and if the support of $G$ is separable, then the range $\{Y_n(\omega); n \geqq 1\}$ is dense in the support of $G$ almost surely. A theorem that, under rather general conditions, establishes mixing for the summation processes based on a martingale is given, and as an application it is shown that, under certain conditions, the range of the periodogram is dense in $R^+$ almost surely.
Publié le : 1976-06-14
Classification:  Fluctuations,  convergence in distribution,  mixing in the sense of Renyi,  martingales,  periodogram,  60F05,  60G17,  60G35
@article{1176996094,
     author = {Rootzen, Holger},
     title = {Fluctuations of Sequences which Converge in Distribution},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 456-463},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996094}
}
Rootzen, Holger. Fluctuations of Sequences which Converge in Distribution. Ann. Probab., Tome 4 (1976) no. 6, pp.  456-463. http://gdmltest.u-ga.fr/item/1176996094/