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Matematicheskie Trudy, 1999, Volume 2, Number 2, Pages 21–56 (Mi mt153)  
Asymptotic Representation for the Distributions of Sums of Weakly Dependent Variables

S. A. Klokov

Omsk State University
Full-text PDF (415 kB)
Abstract: In the present article, we study the asymptotic behavior of the distributions of sums of random variables from stationary sequences satisfying mixing conditions. We obtain a decomposition of the sums into the pairs of asymptotically independent components and deduce some well-known results in this field from the main theorems.
Key words: strictly stationary sequence, strong mixing, uniformly strong mixing, and $\lambda$-mixing conditions, attraction to the normal and stable laws.
Received: 08.04.1999
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: S. A. Klokov, “Asymptotic Representation for the Distributions of Sums of Weakly Dependent Variables”, Mat. Tr., 2:2 (1999), 21–56; Siberian Adv. Math., 10:4 (2000), 68–104
Citation in format AMSBIB
\Bibitem{Klo99}
\by S.~A.~Klokov
\paper Asymptotic Representation for the~Distributions of Sums of Weakly Dependent Variables
\jour Mat. Tr.
\yr 1999
\vol 2
\issue 2
\pages 21--56
\mathnet{http://mi.mathnet.ru/mt153}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1767823}
\zmath{https://zbmath.org/?q=an:0989.60028|0945.60013}
\transl
\jour Siberian Adv. Math.
\yr 2000
\vol 10
\issue 4
\pages 68--104
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    		Математические труды Siberian Advances in Mathematics
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