On the Equivalence of Limit Distributions of a Sum and of a Maximum Sum of ~- mixing Random Variabless

DOI

10.2991/meic-14.2014.100How to use a DOI?

Keywords

~- mixing; Limit distribution of maximum sum; Moment inequality; Maximal inequalities.

Abstract

We prove the equivalence of the limit distributions of an appropriately centered and normalized sum and the maximum sum of - mixing random variables which have finite variances. The result is an extension of a result of Kruglov (1999).

Copyright

© 2014, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Wenquan Yang
PY  - 2014/11
DA  - 2014/11
TI  - On the Equivalence of Limit Distributions of a Sum and of a Maximum Sum of ~- mixing Random Variabless
BT  - Proceedings of the 2014 International Conference on Mechatronics, Electronic, Industrial and Control Engineering
PB  - Atlantis Press
SP  - 444
EP  - 447
SN  - 2352-5401
UR  - https://doi.org/10.2991/meic-14.2014.100
DO  - 10.2991/meic-14.2014.100
ID  - Yang2014/11
ER  -