A Note on Almost Sure Central Limit Theorem in the Joint Version for the Maxima and Sums

被引:3
|
作者
Zang, Qing-pei [1 ]
Wang, Zhi-xiang [1 ]
Fu, Ke-ang [2 ]
机构
[1] Huaiyin Normal Univ, Sch Math Sci, Huaian 223300, Peoples R China
[2] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China
来源
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2010年
关键词
Central Limit Theorem; Gaussian Random Variable; Dominate Convergence Theorem; Numerical Sequence; Dependent Random Variable;
D O I
10.1155/2010/234964
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let {X-n; n >= 1} be a sequence of independent and identically distributed (i.i.d.) random variables and denote S-n = Sigma(n)(k=1) X-k, Mn = max(1 <= k <= n)X(k). In this paper, we investigate the almost sure central limit theorem in the joint version for the maxima and sums. If for some numerical sequences (a(n) > 0), (b(n)) we have (M-n - b(n))/a(n) -> G for a nondegenerate distribution G, and f(x, y) is a bounded Lipschitz 1 function, then lim(n ->infinity) (1/D-n) Sigma(n)(k=1) d(k)f(Sk/root k, (M-k - b(k)) /a(k)) = integral integral(infinity)(-infinity)f(x, y) Phi(dx)G (dy) almost surely, where Phi(x) stands for the standard normal distribution function, D-n = Sigma(n)(k=1) d(k), and d(k) = (exp((log k)(alpha)))/k, 0 <= alpha < 1/2.
引用
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页数:7
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