ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES | Zendy

Taesung Kim | Zendy; Mi-Hwa Ko | Zendy

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ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR STATIONARY LINEAR PROCESSES GENERATED BY ASSOCIATED PROCESSES

Author(s) -

Taesung Kim,

Mi-Hwa Ko

Publication year - 2003

Publication title -

bulletin of the korean mathematical society

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.295

H-Index - 27

eISSN - 2234-3016

pISSN - 1015-8634

DOI - 10.4134/bkms.2003.40.4.715

Subject(s) - mathematics , stationary sequence , central limit theorem , limit (mathematics) , sequence (biology) , stationary process , combinatorics , sigma , random variable , pure mathematics , discrete mathematics , mathematical analysis , statistics , quantum mechanics , physics , biology , genetics

A functional central limit theorem is obtained for a stationary linear process of the form Xt = P1=0 aj†tij, where f†tg is a strictly stationary associated sequence of random variables with E†t = 0; E(† 2) < 1 and fajg is a sequence of real numbers with P1 j=0 jajj < 1: A central limit theorem for a stationary linear pro- cess generated by stationary associated processes is also discussed.

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