A note on the almost sure central limit theorem (Q582676)

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scientific article; zbMATH DE number 4131343
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    A note on the almost sure central limit theorem
    scientific article; zbMATH DE number 4131343

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      A note on the almost sure central limit theorem (English)
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      1990
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      For broad classes of sequences \(\{X_ j\), \(j\geq 1\}\) of weakly dependent r.v.'s almost sure invariance principles (ASIP) are known e.g. in the form \[ \sum_{j\leq n}X_ j-\sum_{j\leq n}Y_ j=o(n^{1/2})\text{ with probability 1 }(n\to \infty), \] where \(\{Y_ j\), \(j\geq 1\}\) is a sequence of i.i.d. N(0,1) r.v.'s. The behaviour of the k-th partial sums \(S_ k\) of \(\{X_ j\), \(j\geq 1\}\) is studied by the help of a summation method (logarithmic mean), if an ASIP is supposed. A new proof of an almost sure central limit theorem (without ergodic theory), and some extensions and further remarks on known special results in this field are given.
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      weakly dependent random variables
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      summation methods
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      almost sure invariance principles
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      almost sure central limit theorem
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