On the almost sure central limit theorem and domains of attraction
✍ Scribed by István Berkes
- Publisher
- Springer
- Year
- 1995
- Tongue
- English
- Weight
- 673 KB
- Volume
- 102
- Category
- Article
- ISSN
- 1432-2064
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## Abstract Let {__S~n~__, __n__ ≥ 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__ ≥ 1}, where {__N~n~__, __n__ ≥ 1} is a sequence of positive integer‐valued random varia
Let {~k} be the normalized sums corresponding to a sequence of i.i.d, variables with zero mean and unit variance. Define random measures n k=l and let G be the normal distribution. We show that for each continuous function h satisfying f h dG<~ and a mild regularity assumption, one has limfhdO,=fhdG