A note on the almost sure central limit theorem (Q582676)
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scientific article; zbMATH DE number 4131343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the almost sure central limit theorem |
scientific article; zbMATH DE number 4131343 |
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A note on the almost sure central limit theorem (English)
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1990
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For broad classes of sequences \(\{X_ j\), \(j\geq 1\}\) of weakly dependent r.v.'s almost sure invariance principles (ASIP) are known e.g. in the form \[ \sum_{j\leq n}X_ j-\sum_{j\leq n}Y_ j=o(n^{1/2})\text{ with probability 1 }(n\to \infty), \] where \(\{Y_ j\), \(j\geq 1\}\) is a sequence of i.i.d. N(0,1) r.v.'s. The behaviour of the k-th partial sums \(S_ k\) of \(\{X_ j\), \(j\geq 1\}\) is studied by the help of a summation method (logarithmic mean), if an ASIP is supposed. A new proof of an almost sure central limit theorem (without ergodic theory), and some extensions and further remarks on known special results in this field are given.
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weakly dependent random variables
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summation methods
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almost sure invariance principles
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almost sure central limit theorem
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