The Rosenblatt coefficient of dependence for m–dependent random sequences with applications to the ASCLT

• Datum: 2008
• 1. Verfasser: Giuliano, R.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2008
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/4533
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: The Rosenblatt coefficient of dependence for m–dependent random sequences with applications to the ASCLT / R. Giuliano // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 30–38. — Бібліогр.: 9 назв.— англ.

We prove a new bound for the Rosenblatt coefficient of the normalized partial sums of a sequence of m-dependent random variables; this bound is used to prove a general result, from which the Almost Sure Central Limit Theorem can be deduced.