|
A strong law of large numbers for generalized almost sure central limit theorems
Author(s):
Rita
Giuliano
Antonini;
Luca
Pratelli
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 70
(2004).
Journal:
Theor. Probability and Math. Statist.
No. 70
(2005),
1-9.
MSC (2000):
Primary 60F15;
Secondary 60F05
Posted:
August 5, 2005
Retrieve article in:
PDF DVI PostScript
Abstract |
References |
Similar articles |
Additional information
Abstract:
We prove a Strong Law of Large Numbers in which the variables are assumed to be asymptotically negligible and a generalized Almost Sure Central Limit Theorem is given. As an application we obtain a result about the so-called intersective ASCLT.
References:
-
- 1.
- M. Atlagh and M. Weber, Une nouvelle loi forte des grandes nombres, Convergence in Ergodic Theory and Probability (V. Bergelson, P. March, and J. Rosenblatt, eds.), W. de Gruyter, Berlin, 1996, pp. 41-62. MR 1412596 (97i:60034)
- 2.
- I. Berkes and H. Dehling, Some limit theorems in log density, Ann. Prob. 21 (1993), 1640-1670. MR 1235433 (94h:60026)
- 3.
- I. Berkes and E. Csáki, A universal result in almost sure central limit theory, Stoch. Proc. Appl. 94 (2001), 105-134. MR 1835848 (2002j:60033)
- 4.
- G. A. Brosamler, An almost everywhere central limit theorem, Math. Proc. Cambridge Philos. Soc. 104 (1988), 561-574. MR 0957261 (89i:60045)
- 5.
- M. Csörgö and L. Horváth, Invariance principle for logarithmic averages, Math. Proc. Cambridge Philos. Soc. 112 (1992), 195-205. MR 1162944 (93e:60057)
- 6.
- M. Dudzinski, A note on the almost sure central limit theorem for some dependent random variables, Statist. Probab. Letters 61 (2003), 31-40. MR 1950451 (2003j:60038)
- 7.
- R. Giuliano Antonini, On the Rosenblatt coefficient for normalized sums of real random variables, Rend. Acc. Naz. XL Mem. Mat. Appl. (5) 24 (2000), 111-120. MR 1827009 (2002c:60073)
- 8.
- R. Giuliano Antonini and M. Weber, The intersective ASCLT, Stochastic Anal. Appl. 22 (2004), no. 4, 1009-1025. MR 2062956 (2005h:60088)
- 9.
- I. A. Ibragimov and M. Lifshits, On the convergence of generalized moments in almost sure central limit theorem, Statist. Probab. Letters 40 (1998), 343-351. MR 1664544 (99m:60032)
- 10.
- M. Kac, R. Salem, and A. Zygmund, A gap theorem, Trans. Amer. Math. Soc. 63 (1948), 235-243. MR 0023937 (9:426a)
- 11.
- M. Lacey and W. Philipp, A note on the almost sure central limit theorem, Statist. Probab. Letters 9 (1990), 201-205. MR 1045184 (91e:60100)
- 12.
- D. Nualart, The Malliavin Calculus and Related Topics, Springer, 1995. MR 1344217 (96k:60130)
- 13.
- M. Peligrad and P. Révész, On the almost sure central limit theorem, Almost Everywhere Convergence II (A. Bellow and R. Jones, eds.), Academic Press, Boston, 1991, pp. 209-225. MR 1131793 (92k:60067)
- 14.
- M. Peligrad and Q. Shao, A note on the almost sure central limit theorem for weakly dependent random variables, Statist. & Probab. Letters 22 (1995), 131-136. MR 1327738 (96b:60057)
- 15.
- P. Schatte, On strong versions of the almost sure central limit theorem, Math. Nachr. 137 (1988), 249-256. MR 0968997 (89i:60070)
- 16.
- M. Weber, Entropie Métrique et Convergence Presque Partout, Coll. ``Travaux en Cours'', vol. 58, Herman, Paris, 1998. MR 1663938 (2000b:60084)
Similar Articles:
Retrieve articles in Theory of Probability and Mathematical Statistics
with MSC
(2000):
60F15,
60F05
Retrieve articles in all Journals with MSC
(2000):
60F15,
60F05
Additional Information:
Rita
Giuliano
Antonini
Affiliation:
Dipartimento di Matematica, Università di Pisa, Via Buonarroti 2, 56100 Pisa, Italy
Email:
giuliano@dm.unipi.it
Luca
Pratelli
Affiliation:
Accademia Navale di Livorno, Viale Italia 72, 57127 Livorno, Italy
Email:
pratel@mail.dm.unipi.it
DOI:
10.1090/S0094-9000-05-00626-5
PII:
S 0094-9000(05)00626-5
Received by editor(s):
14/JUL/2003
Posted:
August 5, 2005
Copyright of article:
Copyright
2005,
American Mathematical Society
|