Asymptotics for a class of dependent random variables

作者：Zhang, Li-Xin; Zhang, Yang^*

来源：Statistics & Probability Letters, 2015, 105: 47-56.

DOI：10.1016/j.spl.2015.05.018

• Dependent random variables
• Martingale
• Central limit theorem
• Strong invariance principle

We consider a class of dependent random variables where the dependence structure involves a factor driven by S-n/n. Under very mild conditions for the innovation, we obtain several asymptotic results for the partial sums including basic asymptotics and strong limit theorems. The fact that the asymptotic properties differ strikingly in a neighbour of a critical point makes the model very interesting.

• 出版日期2015-10
• 单位浙江大学