Almost sure central limit theorem for self-normalized products of the some partial sums of ρ−-mixing sequences

Let { X , X n } n ∈ N be a strictly stationary ρ − -mixing sequence of positive random variables, under the suitable conditions, we get the almost sure central limit theorem for the products of the some partial sums ( ∏ i = 1 k S k , i ( k − 1 ) n μ n ) μ β V k , where β > 0 is a constant, and E...

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Veröffentlicht in:Journal of inequalities and applications 2018, Vol.2018 (1), p.242-14
Hauptverfasser: Tan, Xili, Liu, Wei
Format: Artikel
Sprache:eng
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Zusammenfassung:Let { X , X n } n ∈ N be a strictly stationary ρ − -mixing sequence of positive random variables, under the suitable conditions, we get the almost sure central limit theorem for the products of the some partial sums ( ∏ i = 1 k S k , i ( k − 1 ) n μ n ) μ β V k , where β > 0 is a constant, and E ( X ) = μ , S k , i = ∑ j = 1 k X j − X i , 1 ≤ i ≤ k , V k 2 = ∑ i = 1 k ( X i − μ ) 2 .
ISSN:1025-5834
1029-242X
DOI:10.1186/s13660-018-1835-3