A note on the almost sure central limit theorem for some dependent random variables. (Q1812036)
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| Language | Label | Description | Also known as |
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| English | A note on the almost sure central limit theorem for some dependent random variables. |
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A note on the almost sure central limit theorem for some dependent random variables. (English)
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18 June 2003
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For a sequence of stationary and centered random variables with finite second moment and weakly dependent based on a definition by \textit{P. Doukhan} and \textit{S. Louhichi} [Stochastic Processes Appl. 84, 313--342 (1999; Zbl 0996.60020)], which is more general than that for strongly mixing and associated sequences, an almost sure central limit theorem is proved based on a general result by \textit{M. Peligrad} and \textit{Q.-M. Shao} [Stat. Probab. Lett. 22, 131--136 (1995; Zbl 0820.60012)].
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weak dependency
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central limit theorem
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almost sure central limit theorem
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random variables
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Markov chains
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