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The central limit theorem for stationary associated sequences |
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| Authors: | S. Louhichi Ph. Soulier |
| Affiliation: | (1) Laboratoire de Probabilités Statistique et Modélisation, Université de Paris-Sud, Batiment 425, F-91405 Orsay Cedex, France;(2) Département de Mathématiques, Université D"evry Val d"Essonne, F-91025 Evry Cedex, France |
| Abstract: | We study the problem of convergence in distribution of a suitably normalized sum of stationary associated random variables. We focus on the infinite variance case. New results are announced. This revised version was published online in June 2006 with corrections to the Cover Date. |
| Keywords: | associated sequences central limit theorem infinite variance stable limit theorem characteristic function |
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