Abstract
From the ordinary notion of -mixing for a sequence of random variables, a new concept called conditionally -mixing is proposed. That conditionally -mixing neither implies nor is implied by -mixing is illustrated by examples. Certain criteria for checking conditionally -mixing property as well as basic properties are derived, and several conditional covariance inequalities are obtained. By means of these properties and inequalities, a conditional central limit theorem stated in terms of conditional characteristic functions is established.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Stochastics An International Journal of Probability and Stochastic Processes
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.