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A universal result in almost sure central limit theorem for products of sums of partial sums under mixing sequence

机译:关于混合序列下部分和的乘积的几乎确定的中心极限定理的一个普遍结果

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摘要

Let {Xn, n >= 1} be a strictly stationary f-mixing sequence of positive random variables with EX1 = mu > 0, and VarX1 = s2 < 8. Denote Sn = mu ni = 1 Xi, Tn = mu ni = 1 Si and. = s/ mu the coefficient of variation. Under some suitable conditions, the author shows that a universal version of almost sure central limit theorem for products of sums of partial sums holds under the assumptions that the mixing coefficients satisfy mu 8 n= 1 f1/ 2( n) < 8, moreover we no longer restrict to logarithmic averages, but allow rather arbitrary weight sequences.
机译:令{Xn,n> = 1}是正随机变量的严格平稳的f混合序列,其中EX1 = mu> 0,并且VarX1 = s2 <8。表示Sn = mu ni = 1 Xi,Tn = mu ni = 1 and和。 = s / mu变异系数。在某些合适的条件下,作者表明,在混合系数满足mu 8 n = 1 f1 / 2(n)<8的假设下,部分和和的乘积的几乎确定的中心极限定理的通用形式成立。不再局限于对数平均值,而是允许任意权重序列。

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