Startseite Asymptotic normality of the number of values of m-dependent random variables which occur a given number of times
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Asymptotic normality of the number of values of m-dependent random variables which occur a given number of times

  • V. P. Chistyakov
Veröffentlicht/Copyright: 29. März 2011
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Discrete Mathematics and Applications
Aus der Zeitschrift Band 21 Heft 1

Abstract

We consider a stationary sequence x1, x2, . . . , xt, . . . of random variables each of which takes values in the set . Let μr = μr(n, N) be the number of values in the set which occur r times in the first n elements of the sequence. In this paper, we obtain asymptotic formulas for the mean value Eμr(n, N) and the variance Dμr(n, N) and give sufficient conditions for asymptotic normality of the random variables μr(n, N) as n, N → ∞ under the condition that the sequence consists of m-dependent random variables and the parameters of the distribution of the sequence vary in the so-called central domain.

Received: 2010-10-10
Published Online: 2011-03-29
Published in Print: 2011-March

© de Gruyter 2011

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