General Central Limit Theorems for Associated Sequences

Harouna Sangaré; Gane Samb Lo

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arXiv · 1610.07101

General Central Limit Theorems for Associated Sequences

Harouna Sangaré·Gane Samb Lo

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Abstract

In this paper, we provide general central limit theorems (CLT's) for associated random variables (rv's) following the approaches used by Newman (1980) and Olivera et al.(2012). Given some assumptions, a Lyapounov-Feller-Levy type theorem is stated. We next specify different particular CLT versions of associated sequences based on moment conditions. A comparison study with available CTL's is performed. As a by-product, we complete an important available theorem where an assumption was missing.

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Harouna Sangaré, Gane Samb Lo. 2016-10-22. General Central Limit Theorems for Associated Sequences. https://arxiv.org/abs/1610.07101

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