Almost sure central limit theorems for strongly mixing and associated random variables

We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variables with a slightly slow mixing rate α(n)=O((loglogn)−1−δ). We also show that ASCLT holds for an associated sequence of random variables without a stationarity assumption.

Bibliographic Details
Main Author: Khurelbaatar Gonchigdanzan
Format: Article
Language:English
Published: Hindawi Limited 2002-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/S0161171202011626