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Central limit theorem for almost-stationary sequences

✍ Scribed by M. G. Merzlyak


Publisher
Springer
Year
1979
Tongue
English
Weight
466 KB
Volume
19
Category
Article
ISSN
0363-1672

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✍ Endre CsΓ‘ki; Khurelbaatar Gonchigdanzan πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 111 KB

We prove an almost sure limit theorem for the maxima of stationary Gaussian sequences with covariance r n under the condition r n log n(log log n) 1+ = O(1).

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## Abstract A general almost sure limit theorem is presented for random fields. It is applied to obtain almost sure versions of some (functional) central limit theorems. (Β© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)