Abstract
This chapter is devoted to a brief account of some limit laws including the central limit theorem, and SLLN, for certain classes of dependent random variables. These cover martingale increments and stationary sequences. A limit theorem and a general problem for a random number of certain dependent random variables are also considered in some detail. Moreover, Birkhoff’s ergodic theorem, its comparison with SLLN, and a motivation for strict stationarity are discussed.
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© 2006 Springer Science+Business Media, Inc.
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(2006). Limit Laws for Some Dependent Sequences. In: Probability Theory with Applications. Mathematics and Its Applications, vol 582. Springer, Boston, MA. https://doi.org/10.1007/0-387-27731-5_7
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DOI: https://doi.org/10.1007/0-387-27731-5_7
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-27730-1
Online ISBN: 978-0-387-27731-8
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