Journal of Jilin University Science Edition

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A Note on Almost Sure Central Limit Theorems for Random Sequences

GUAN Lihong, LI Yinghong   

  1. School of Science, Changchun University, Changchun 130022, China
  • Received:2017-03-28 Online:2018-03-26 Published:2018-03-27
  • Contact: LI Yinghong E-mail:1363712767@qq.com

Abstract: Let {Sk, k≥1} be a random sequence satisfying the almost sure central limit theorem,  and {Tk, k≥1} be a random sequence with Tk→0(or 1) a.s. By using the limit theory, we proved that {Sk+Tk, k≥1} and {Sk/Tk, k≥1} satisfied the almost sure central limit theorem, and gave some examples such as linear processes, selfnormalized sums, error variance estimates in linear models and products of partial sums.

Key words: selfnormalized sum, linear processes, product of partial sum, almost sure central limit theorem

CLC Number: 

  • O211.4