The almost sure local central limit theorem for the negatively associated sequences (Q364460)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The almost sure local central limit theorem for the negatively associated sequences |
scientific article |
Statements
The almost sure local central limit theorem for the negatively associated sequences (English)
0 references
9 September 2013
0 references
Summary: The almost sure central limit theorem is established for sequences of negatively associated random variables: \[ \lim_{n \to \infty}(1/\log n) \sum^n_{k = 1}(\operatorname{I}(a_k \leq S_k < b_k)/k)\operatorname{P}(a_k \leq S_k < b_k) = 1 \text{ a.s.} \] This is the local almost sure central limit theorem for negatively associated sequences similar to results by \textit{E. Csáki} et al. [Probab. Theory Relat. Fields 97, No. 3, 321--337 (1993; Zbl 0792.60028)]. The results extend those on almost sure local central limit theorems from the i.i.d. case to the stationary negatively associated sequences.
0 references
almost sure central limit theorem
0 references
negatively associated random variables
0 references
sums of negatively associated random variables
0 references