A note on the almost sure central limit theorem for some dependent random variables.

DOI10.1016/S0167-7152(02)00291-2zbMath1039.60024MaRDI QIDQ1812036

Marcin Dudziński

Publication date: 18 June 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Markov chainsrandom variablescentral limit theoremalmost sure central limit theoremweak dependency

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (9)

A general result in almost sure central limit theory for random fields ⋮ Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima ⋮ A note on almost sure central limit theorem in the joint version for the maxima and sums ⋮ A note on the almost sure central limit theorems for the maxima and sums ⋮ The almost sure central limit theorems for the maxima of sums under some new weak dependence assumptions ⋮ Almost sure local central limit theorem for sample range ⋮ Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics ⋮ A generalization of almost sure local limit theorem of uniform empirical process ⋮ A general result of the almost sure central limit theorem of uniform empirical process

Cites Work

• Unnamed Item
• A note on the almost sure central limit theorem
• Some limit theorems in log density
• A note on the almost sure central limit theorem for weakly dependent random variables
• A new weak dependence condition and applications to moment inequalities
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem

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