Refinement of the almost sure central limit theorem for associated processes
The aim of this paper is to generalize the almost sure CLT and the limit theorem for logarithmic averages to the case of associated random sequences. More precisely, let \((X_n)\) be a zero-mean stationary associated random sequence, \(S_n=X_1+ \cdots+ X_n\) and \(Y_n=\sum^n_{i=1} {f(S_j/ \sqrt j) \over j}\), where \(f\) is a Lipschitz function. It is proved that \(Y_n/ \log_n\) converges almost surely to \(Ef(\xi)\) where \(\xi\) is a zero-mean normal random variable. Moreover, if additionally \(f\) is monotone and bounded, then \((Y_n-EY_n)/ \sqrt{\log n}\) converges weakly to the normal distribution. The second result generalizes and refines the the theorem of \textit{M. Csörgő} and \textit{L. Horváth} [Math. Proc. Camb. Philos. Soc. 112, No. 1, 195-205 (1992; Zbl 0766.60038)] which was obtained in the i.i.d. case.
- On the almost sure central limit theorem for associated random variables
- On the convergence rate in the central limit theorem for associated processes
- scientific article; zbMATH DE number 4122948
- Almost sure central limit theorems for strongly mixing and associated random variables
- The almost sure central limit theorem for randomly indexed sums of associated random variables
- An extension of almost sure central limit theory
- scientific article; zbMATH DE number 2154073
- Refinement of the Central Limit Theorem and of Its Global Version
- scientific article; zbMATH DE number 1001921
- An almost everywhere central limit theorem
- Association of Random Variables, with Applications
- Central limit theorems for associated random variables and the percolation model
- scientific article; zbMATH DE number 32969 (Why is no real title available?)
- scientific article; zbMATH DE number 41722 (Why is no real title available?)
- scientific article; zbMATH DE number 1567788 (Why is no real title available?)
- Invariance principle for associated random fields
- Invariance principles for logarithmic averages
- Normal fluctuations and the FKG inequalities
- On almost sure limit theorems
- On the almost sure central limit theorem for associated random variables
- On the convergence of generalized moments in almost sure central limit theorem
- A local limit theorem for associated sequences
- The almost sure central limit theorem for randomly indexed sums of associated random variables
- On the almost sure central limit theorem for associated random variables
- An extension of the almost sure central limit theorem for products of sums under association
- Functional almost sure central limit theorems for PA sequences
This page was built for publication: Refinement of the almost sure central limit theorem for associated processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5942010)
