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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 374–381 (Mi tvp1178)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

On a criterion of weak dependence

B. S. Nahapetiyan

Yerevan
Full-text PDF (465 kB) Citations (2)
Abstract: Let $\xi_t$, $t\in Z^1$, be a stationary real-valued random process and let $\mathfrak{M}_a^b$, $-\infty\le a<b\le\infty$, be the $\sigma$-algebra generated by the random variables $\xi_t$, $a\le t\le b$. We say that the process $\xi_t$, $t\in Z^1$, satisfies the $\beta$-mixing condition if for any $A\in\mathfrak{M}_{-\infty}^+$, $B\in\mathbf W\mathfrak{M}_{t+\tau}^\infty$, $\tau>0$, $\tau\in Z^1$,
\begin{equation} |\mathbf P(AB)-\mathbf P(A)\mathbf P(B)|\le\beta(\tau)\mathbf P(A)\mathbf P(B),\qquad\beta(\tau)\to 0,\tau\to\infty. \end{equation}
It is shown that the Gibbs random process under some conditions on the potential satisfies the criterion (1). The main result of the paper is the following
\smallskip Theorem. If the process $\xi_t$, $t\in Z^1$, satisfies the condition (1), $\sigma_n^2=\mathbf D(\xi_0+\xi_1+\dots+\xi_n)\ge C_n$, $0<C<\infty$, and $\mathbf M\xi_0^2<\infty$, then
$$ \lim_{n\to\infty}\mathbf P\left\{\frac{1}{\sigma_n}\sum_{t=m}^{n+m}(\xi_t-\mathbf M\xi_t)<\alpha\right\}=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^\alpha e^{-t^2/2}\,dt,\qquad m\in Z^1. $$
Received: 20.03.1978
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 2, Pages 370–377
DOI: https://doi.org/10.1137/1125047
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. S. Nahapetiyan, “On a criterion of weak dependence”, Teor. Veroyatnost. i Primenen., 25:2 (1980), 374–381; Theory Probab. Appl., 25:2 (1981), 370–377
Citation in format AMSBIB
\Bibitem{Nak80}
\by B.~S.~Nahapetiyan
\paper On a criterion of weak dependence
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 2
\pages 374--381
\mathnet{http://mi.mathnet.ru/tvp1178}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=572572}
\zmath{https://zbmath.org/?q=an:0456.60021|0432.60030}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 2
\pages 370--377
\crossref{https://doi.org/10.1137/1125047}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LU72000015}
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  • https://www.mathnet.ru/eng/tvp/v25/i2/p374
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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