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Weight functions and pathwise local central limit theorems

Author

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  • Horvath, Lajos
  • Khoshnevisan, Davar

Abstract

This paper is concerned with weak convergence together with convergence rates in weighted almost sure local central limit theorems for random walks. The main tools are stochastic calculus and strong approximations.

Suggested Citation

  • Horvath, Lajos & Khoshnevisan, Davar, 1995. "Weight functions and pathwise local central limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 59(1), pages 105-123, September.
    • Handle: RePEc:eee:spapps:v:59:y:1995:i:1:p:105-123
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    References listed on IDEAS

    as
    1. Lacey, Michael T. & Philipp, Walter, 1990. "A note on the almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 201-205, March.
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    Citations

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    Cited by:

    1. Berkes, István & Horváth, Lajos, 1996. "Between local and global logarithmic averages," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 369-378, November.
    2. Fahrner, I. & Stadtmüller, U., 1998. "On almost sure max-limit theorems," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 229-236, March.
    3. Berkes, István & Csáki, Endre, 2001. "A universal result in almost sure central limit theory," Stochastic Processes and their Applications, Elsevier, vol. 94(1), pages 105-134, July.
    4. Berkes, István, 2001. "The law of large numbers with exceptional sets," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 431-438, December.
    5. Berkes, István & Horváth, Lajos & Khoshnevisan, Davar, 1998. "Logarithmic averages of stable random variables are asymptotically normal," Stochastic Processes and their Applications, Elsevier, vol. 77(1), pages 35-51, September.
    6. Csáki, Endre & Földes, Antónia, 1997. "On the logarithmic average of iterated processes," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 347-358, May.

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