Title of article :
An almost sure central limit theorem for self-normalized products of sums of i.i.d. random variables
Author/Authors :
Zhang، نويسنده , , Yong and Yang، نويسنده , , Xiao-Yun، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2011
Abstract :
Let X , X 1 , X 2 , … be a sequence of independent and identically distributed positive random variables with EX = μ > 0 . In this paper we show that the almost sure central limit theorem for self-normalized products of sums holds only under the assumptions that X belongs to the domain of attraction of the normal law.
Keywords :
Almost sure central limit theorem , Self-normalized , Domain of attraction of the normal law , Products of sums
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications