SOME RESULTS ON CONDITIONALLY UNIFORMLY STRONG MIXING SEQUENCES OF RANDOM VARIABLES

Abstract

From the ordinary notion of uniformly strong mixing for a se- quence of random variables, a new concept called conditionally uniformly strong mixing is proposed and the relation between uniformly strong mix- ing and conditionally uniformly strong mixing is answered by examples, that is, uniformly strong mixing neither implies nor is implied by condi- tionally uniformly strong mixing. A couple of equivalent definitions and some of basic properties of conditionally uniformly strong mixing ran- dom variables are derived, and several conditional covariance inequalities are obtained. By means of these properties and conditional covariance inequalities, a conditional central limit theorem stated in terms of condi- tional characteristic functions is established, which is a conditional version of the earlier result under the non-conditional case.