期刊文献+

The Almost Sure Central Limit Theorems for the Maxima of Sums under Some New Weak Dependence Assumptions

The Almost Sure Central Limit Theorems for the Maxima of Sums under Some New Weak Dependence Assumptions
原文传递
导出
摘要 We prove the almost sure central limit theorems for the maxima of partial sums of r.v.'s under a general condition of dependence due to Doukhan and Louhichi. We will separately consider the centered sequences and the sequences with positive expected values. We prove the almost sure central limit theorems for the maxima of partial sums of r.v.'s under a general condition of dependence due to Doukhan and Louhichi. We will separately consider the centered sequences and the sequences with positive expected values.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2013年第3期429-448,共20页 数学学报(英文版)
关键词 Almost sure central limit theorem new weakly dependent random variables maxima ofpartial sums Markov chains Almost sure central limit theorem, new weakly dependent random variables, maxima ofpartial sums, Markov chains
  • 相关文献

参考文献38

  • 1Brosamler, G. A.: An almost everywhere central limit theorem. Math. Proc. Cambridge Philos. Soc., 104, 561-574 (1988).
  • 2Schatte, P.: On the central limit theorem with almost sure convergence. Probab. Math. Statist., 11,237-246 (1991).
  • 3Lacey, M., Philipp, W.: A note on the almost sure central limit theorem. Statist. Probab. Lett., 9, 201-205 (1990).
  • 4Fisher, A.: A pathwise central limit theorem for random walks. Preprint series Mathematica Gottingensis, 4, 1990.
  • 5Berkes, I., Dehling, H.: Some limit theorems in log density. Ann. Probab., 21, 1640-1670 (1993).
  • 6Peligrad, M., Shao, Q.: A note on the almost sure central limit theorem for weakly dependent random variables. Statist. Probab. Lett., 22, 131-136 (1995).
  • 7Matuta, P.: Convergence of weighted averages of associated random variables. Probab. Math. Statist., 16, 337-343 (1996).
  • 8Matuta, P.: On the almost sure central limit theorem for associated random variables. Probab. Math. Statist., 18, 411-416 (1998).
  • 9Mielniczuk, J.: Some remarks on the almost sure central limit theorem for dependent sequences. In: Limit theorems in Probability and Statistics II (I. Berkes, E. Csaki, M. Csorgo, eds.), Bolyai Institute Publications, Budapest, 2002, 391-403.
  • 10Rodzik, B., Rychlik, Z.: Almost sure central limit theorems for weakly dependent random variables. Demon- str. Math., 34, 375-384 (2001).

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部