An almost sure central limit theorem for self-normalized partial sums

作者：Huang, Sai-Hua; Pang, Tian-Xiao^*

来源：Computers & Mathematics with Applications, 2010, 60(9): 2639-2644.

DOI：10.1016/j.camwa.2010.08.093

• Almost sure
• Central limit theorem
• Self-normalized
• Domain of attraction of the normal law

Let {X(i), i >= 1} be a sequence of i.i.d, random variables which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Denote S(n) = Sigma(n)(i=1) X(i), V(n)(2) = Sigma(n)(i=1) X(i)(2). Then an almost sure central limit theorem for self-normalized partial sums S(n)/V(n) is studied under a mild condition in this paper.

• 出版日期2010-11
• 单位浙江大学