Limit theory for mixing dependent random variables
By: by Lin Zhengyan and Lu Chuanrong.
Contributors: Lu, Chuanrong.
Series: Mathematics and its applications -- vol.378
Publisher: Kluwer Academic Publishers
Published: 1996
Place of publication: Dordrecht; London
Language: eng
Number of pages: 426
Subjects: Limit theorems (Probability theory); Random variables.; Distribution (Probability theory); Sequences (Mathematics)
Description: For many practical problems, observations are not independent. In this book, limit behaviour of an important kind of dependent random variables, the so-called mixing random variables, is studied.

Many profound results are given, which cover recent developments in this subject, such as basic properties of mixing variables, powerful probability and moment inequalities, weak convergence and strong convergence (approximation), limit behaviour of some statistics with a mixing sample, and many useful tools are provided. This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).
Notes: Includes bibliographical references and index.