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A note on the almost sure central limit theorem for some dependent random variables

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  • Dudzinski, Marcin

Abstract

We prove the almost sure central limit theorem for random variables fulfilling a general condition of dependence due to Doukhan and Louhichi (Stochastic Process. Appl. 84 (1999) 313). Our main tool for the proofs is a result from Peligrad and Shao (Statist. Probab. Lett. 22 (1995) 131).

Suggested Citation

  • Dudzinski, Marcin, 2003. "A note on the almost sure central limit theorem for some dependent random variables," Statistics & Probability Letters, Elsevier, vol. 61(1), pages 31-40, January.
    • Handle: RePEc:eee:stapro:v:61:y:2003:i:1:p:31-40
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    References listed on IDEAS

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    1. Peligrad, Magda & Shao, Qi-Man, 1995. "A note on the almost sure central limit theorem for weakly dependent random variables," Statistics & Probability Letters, Elsevier, vol. 22(2), pages 131-136, February.
    2. Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.
    3. 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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