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Almost sure central limit theorem for partial sums of Markov chain

โœ Scribed by Guangming Zhuang; Zuoxiang Peng; Zhongquan Tan


Book ID
113082519
Publisher
Coastal and Estuarine Research Federation
Year
2012
Tongue
English
Weight
158 KB
Volume
33
Category
Article
ISSN
1860-6261

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Almost sure central limit theorem for pa
โœ Peng Zuoxiang; Wang Lili; Saralees Nadarajah ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 107 KB ๐Ÿ‘ 1 views

## Abstract Let __X__, __X__~1~, __X__~2~, โ€ฆ be i.i.d. random variables with nondegenerate common distribution function __F__, satisfying __EX__ = 0, __EX__^2^ = 1. Let __X~i~__ and __M~n~__ = max{__X~i~__, 1 โ‰ค __i__ โ‰ค __n__ }. Suppose there exists constants __a~n~__ > 0, __b~n~__ โˆˆ __R__ and a non