Almost sure central limit theorems for strongly mixing and associated random variables
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variables with a slightly slow mixing rate α(n)=O((loglogn)−1−δ). We also show that ASCLT holds for an associated sequence of random variables without a stationarity assumption.
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2002-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171202011626 |
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| Summary: | We prove an almost sure central limit theorem (ASCLT) for
strongly mixing sequence of random variables with a slightly slow
mixing rate α(n)=O((loglogn)−1−δ). We also
show that ASCLT holds for an associated sequence of random
variables without a stationarity assumption. |
|---|---|
| ISSN: | 0161-1712 1687-0425 |