Asymptotic normality of the number of values of $m$-dependent random variables which occur a~given number of times
Diskretnaya Matematika, Tome 23 (2011) no. 2, pp. 41-52
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We consider a stationary sequence $x_1,x_2,\dots,x_t,\dots$ of random variables each of which takes values in the set $\mathcal N=\{1,\dots,N\}$. Let $\mu_r=\mu_r(n,N)$ be the number of values in the set $\mathcal N$ which occur $r$ times in the first $n$ elements of the sequence. In this paper, we obtain asymptotic formulas for the mean value $\mathbf E\mu_r(n,N)$ and the variance $\mathbf D\mu_r(n,N)$ and give sufficient conditions for asymptotic normality of the random variables $\mu_r(n,N)$ as $n,N\to\infty$ under the condition that the sequence consists of $m$-dependent random variables and the parameters of the distribution of the sequence vary in the so-called central domain.
@article{DM_2011_23_2_a2,
author = {V. P. Chistyakov},
title = {Asymptotic normality of the number of values of $m$-dependent random variables which occur a~given number of times},
journal = {Diskretnaya Matematika},
pages = {41--52},
publisher = {mathdoc},
volume = {23},
number = {2},
year = {2011},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_2011_23_2_a2/}
}
TY - JOUR AU - V. P. Chistyakov TI - Asymptotic normality of the number of values of $m$-dependent random variables which occur a~given number of times JO - Diskretnaya Matematika PY - 2011 SP - 41 EP - 52 VL - 23 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DM_2011_23_2_a2/ LA - ru ID - DM_2011_23_2_a2 ER -
V. P. Chistyakov. Asymptotic normality of the number of values of $m$-dependent random variables which occur a~given number of times. Diskretnaya Matematika, Tome 23 (2011) no. 2, pp. 41-52. http://geodesic.mathdoc.fr/item/DM_2011_23_2_a2/