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A remark on the connection between the large deviation principle and the central limit theorem

✍ Scribed by Wlodzimierz Bryc


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
233 KB
Volume
18
Category
Article
ISSN
0167-7152

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On the almost sure central limit theorem
✍ A. Krajka; J. Wasiura πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 169 KB πŸ‘ 1 views

## Abstract Let {__S~n~__, __n__ β‰₯ 1} be partial sums of independent identically distributed random variables. The almost sure version of CLT is generalized on the case of randomly indexed sums {__S~Nn~__, __n__ β‰₯ 1}, where {__N~n~__, __n__ β‰₯ 1} is a sequence of positive integer‐valued random varia