An almost sure central limit theorem for self-normalized partial sums

DOI10.1016/j.camwa.2010.08.093zbMath1205.60046OpenAlexW2078616501MaRDI QIDQ623217

Sai-Hua Huang, Tian-Xiao Pang

Publication date: 13 February 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2010.08.093

zbMATH Keywords

central limit theoremdomain of attraction of the normal lawalmost sureself-normalized

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items

An improved result in almost sure local central limit theorem for the partial sums ⋮ An improved result in almost sure central limit theorem for self-normalized products of partial sums ⋮ Almost sure central limit theorem for self-normalized partial sums and maxima ⋮ Limit theorems for linear processes generated by ρ-mixing sequence ⋮ Almost sure convergence for self-normalized products of sums of partial sums of ρ¯-mixing sequences ⋮ A note on the almost sure limit theorem for self-normalized partial sums of random variables in the domain of attraction of the normal law ⋮ Further research on limit theorems for self-normalized sums ⋮ On the almost sure central limit theorem for self-normalized products of partial sums of \(\phi \)-mixing random variables ⋮ A general result on almost sure central limit theorem for self-normalized sums for mixing sequences ⋮ Almost sure central limit theorem for self-normalized partial sums of \(\rho^{-}\)-mixing sequences ⋮ A result on the almost sure convergence for the \(R/S\) statistic ⋮ Almost sure central limit theory for self-normalized products of sums of partial sums ⋮ Almost sure central limit theorem for self-normalized products of partial sums of negatively associated sequences ⋮ An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences ⋮ Almost sure central limit theorem for self-normalized partial sums of negatively associated random variables

Cites Work

• On almost sure max-limit theorems
• A note on the almost sure central limit theorem
• Self-normalized laws of the iterated logarithm
• On the almost sure (a.s.) central limit theorem for random variables with infinite variance
• A note on the almost sure central limit theorem for weakly dependent random variables
• Self-normalized large deviations
• When is the Student \(t\)-statistic asymptotically standard normal?
• Donsker's theorem for self-normalized partial sums processes
• Self-normalized Cramér-type large deviations for independent random variables.
• On almost sure limit theorems for positively dependent random variables
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Tail probability approximations for Student's \(t\)-statistics
• Self-Normalized Processes
• Almost Sure Convergence in Extreme Value Theory