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An almost sure central limit theorem for self-normalized weighted sums

โœ Scribed by Yong Zhang, Xiao-yun Yang


Book ID
120965643
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2013
Tongue
English
Weight
253 KB
Volume
29
Category
Article
ISSN
0168-9673

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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