An almost sure central limit theorem of products of partial sums for [rho]^sup -^-mixing sequences

Let {X ^sub n^, n >= 1} be a strictly stationary [rho] ^sup -^-mixing sequence of positive random variables with EX ^sub 1^ = [mu] > 0 and Var(X ^sub 1^) = [sigma] ^sup 2^ < ∞. Denote [InlineEquation not available: see fulltext.] and [InlineEquation not available: see fulltext.] the coeffic...

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Veröffentlicht in:Journal of inequalities and applications 2012-03, Vol.2012, p.1
Hauptverfasser: Tan, Xili, Zhang, Ying, Zhang, Yong
Format: Artikel
Sprache:eng
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Zusammenfassung:Let {X ^sub n^, n >= 1} be a strictly stationary [rho] ^sup -^-mixing sequence of positive random variables with EX ^sub 1^ = [mu] > 0 and Var(X ^sub 1^) = [sigma] ^sup 2^ < ∞. Denote [InlineEquation not available: see fulltext.] and [InlineEquation not available: see fulltext.] the coefficient of variation. Under suitable conditions, by the central limit theorem of weighted sums and the moment inequality we show that [Equation not available: see fulltext.] where [InlineEquation not available: see fulltext.] with [InlineEquation not available: see fulltext.] is the distribution function of the random variable [InlineEquation not available: see fulltext.], and [InlineEquation not available: see fulltext.] is a standard normal random variable. MR(2000) Subject Classification: 60F15.[PUBLICATION ABSTRACT]
ISSN:1025-5834
1029-242X
DOI:10.1186/1029-242X-2012-51