Almost sure central limit theorems under minimal conditions

Let X1, X2,... be independent, identically distributed random variables with EX1 = 0, EX12 = 1 and let Sn = [summation operator]k[less-than-or-equals, slant]n Xk. We give nearly optimal criteria for an (unbounded) measurable function f to satisfy the a.s. central limit theorem, i.e., a.s., where [phi] is the standard normal density function.

MoreLess

Year of publication:	1998
Authors:	Berkes, István ; Csáki, Endre ; Horváth, Lajos
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 1, p. 67-76
Publisher:	Elsevier
Keywords:	Logarithmic average Wiener process a.s. central limit theorem

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137793