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A note on the almost sure central limit theorem for negatively associated fields

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  • Wang, Jiang-Feng
  • Liang, Han-Ying

Abstract

Let be a field of negatively associated random variables. Set , . Under some suitable conditions, we show that is a necessary and sufficient criteria for the almost sure central limit theorem, i.e. where [Phi](x) is the standard normal distribution function,  and  , 0

Suggested Citation

  • Wang, Jiang-Feng & Liang, Han-Ying, 2008. "A note on the almost sure central limit theorem for negatively associated fields," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1964-1970, September.
  • Handle: RePEc:eee:stapro:v:78:y:2008:i:13:p:1964-1970
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    References listed on IDEAS

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    1. Liang, Han-Ying, 2000. "Complete convergence for weighted sums of negatively associated random variables," Statistics & Probability Letters, Elsevier, vol. 48(4), pages 317-325, July.
    2. 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.
    3. Zhang, Li-Xin & Wen, Jiwei, 2001. "A weak convergence for negatively associated fields," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 259-267, June.
    4. Roussas, G. G., 1994. "Asymptotic Normality of Random Fields of Positively or Negatively Associated Processes," Journal of Multivariate Analysis, Elsevier, vol. 50(1), pages 152-173, July.
    5. 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.
    6. Liang, Han-Ying & Su, Chun, 1999. "Complete convergence for weighted sums of NA sequences," Statistics & Probability Letters, Elsevier, vol. 45(1), pages 85-95, October.
    7. Shao, Qi-Man & Su, Chun, 1999. "The law of the iterated logarithm for negatively associated random variables," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 139-148, September.
    8. Matula, Przemyslaw, 1992. "A note on the almost sure convergence of sums of negatively dependent random variables," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 209-213, October.
    9. 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.
    10. Zhang, Li-Xin, 2001. "The Weak Convergence for Functions of Negatively Associated Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 272-298, August.
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    Cited by:

    1. Kouritzin, Michael A. & Lê, Khoa & Sezer, Deniz, 2019. "Laws of large numbers for supercritical branching Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3463-3498.

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