Mathematical Sciences: Asymptotic Behaviour of Sequences of Random Variables and Applications

主要研究者将寻求获得弱相关随机变量序列的一个新的中心极限定理。其中一些结果将具有理论性质，并将有助于澄清一些老问题。其他结果将具有相当实际的意义。研究的重点是由部分和的标准差估计归一化的弱相关随机变量的部分和的渐近分布。这些估计量很容易从数据中计算出来。

The principal investigator will be seeking to obtain a new central limit theorem for sequences of weak dependent random variables. Some of the results will have a theoretical character and will be a contribution to the clarification of some old problems. Other results will have rather a practical meaning. The focus of the study is the asymptotic distribution of partial sums of weakly dependent random variables normalized by estimators of the standard deviation of partial sums. These estimators will be easily computable from data.