An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables

Abstract

We give here an almost sure central limit theorem for self-normalized partial sums of a strictly stationary φ-mixing sequences which is in the domain of attraction of the normal law with mean zero and possibly infinite variance. Our result substantially extend a result on the almost sure central limit theorem previously obtained by Huang and Pang (2010).     

An extension of almost sure central limit theorem for the maximum of stationary Gaussian random fields

Let X₁, X₂, … be a sequence of stationary standardized Gaussian random fields. The almost sure limit theorem for the maxima of stationary Gaussian random fields is established. Our results extend and improve the results in Csáki and Gonchigdanzan (2002 Csáki, E., Gonchigdanzan, K. (2002). Almost sure limit theorems for the maximum of stationary Gaussian sequences. Stat. Probab. Lett. 58:195–203.[Crossref], [Web of Science ®] , [Google Scholar]) and Choi (2010 Choi, H. (2010). Almost sure limit theorem for stationary Gaussian random fields. J. Korean Stat. Soc. 39:449–454.[Crossref], [Web of Science ®] , [Google Scholar]).     

A note on the almost sure central limit theorem for the product of partial sums of m-dependent random variables

We present an almost sure central limit theorem for the product of the partial sums of m-dependent random variables. In order to obtain the main result, we prove a corresponding almost sure central limit theorem for a triangular array.     

Invariance principles and almost sure central limit theorem for the error variance estimator in linear models

A number of score statistics are derived for a heterogeneous spatial Poisson process which has a composite intensity. The intensity consists of a 'background' process which is estimated

from a control point process by kernel density estimation. The parametric form of the composite intensity yields score tests for particular spatial effects. A numerical example concerning respiratory cancer mortality is given.     

A general result in almost sure central limit theory for random fields

In this note, we investigate, under some mild conditions, the almost sure central limit theorem for random fields with general weight sequences.     

Law of iterated logarithm and almost sure limit points for random sums

Let {X_n,n≥1} be a sequence of independent identically distributed (i.i.d) random variables with a common distribution function F. When F belongs to the domain of partial attraction of a Semi-Stable law with index ,0<<2, we give complete solution to the results of R. Vasudeva and G. Divanji [Law of iterated logarithm for random subsequences, Statist. Probab. Lett. 12 (1991) 189–194], where they obtained Chover’s form of the law of iterated logarithm for random subsequences. Further, we extended the situation in obtaining almost sure limit points for random subsequences.     

On almost sure convergence for sums of stochastic sequence

In this work we discuss almost sure convergence for sums of arbitrarily dependent stochastic sequence under different conditions of Chung’s type. Our approach is based on the stopping time technique and the theorem of convergence for martingale difference sequence. Meanwhile, the results here include some relevant classical conclusions.     

Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences

In this paper, we proved an almost sure central limit theorem for the maxima (after centered at the sample mean) and the partial sums of standardized stationary Gaussian sequences under some conditions related to the convergence rate of covariance functions, which extended the existing results.     

An improvement of a non-uniform bound for combinatorial central limit theorem

In this article, we develop a new Rosenthal Inequality for uniform random permutation sums of random variables with finite third moments and apply it to obtain a sharp non-uniform bound for the combinatorial central limit theorem using the Stein's method and the exchangeable pair techniques. The obtained bound is shown to be sharper than other existing bounds.     

Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models

In this article, some results on almost sure convergence for weighted sums of widely negative orthant dependent (WNOD) random variables are presented. The results obtained in the article generalize and improve the corresponding one of J. Lita Da Silva. [(2015), “Almost sure convergence for weighted sums of extended negatively dependent random variables.” Acta Math. Hungar. 146 (1), 56–70]. As applications, the strong convergence for the estimator of non parametric regression model are established.     

A central limit theorem for generalized discounting

A central limit theorem is derived for the discounted sum of a sequence of i.i.d. random variables with finite first and second moment, where the rate of interest may depend on time. For the special case of constant rate of interest GERBER (1971) obtains a Berry-Esséen result assuming finite third moment. The same result is shown to hold in the non-const ant case.     

Non uniform bound on a combinatorial central limit theorem

ABSTRACT

In this paper, we give a non uniform bound on combinatorial central limit theorem by using Stein’s method. This improves the result of Neammanee and Rattanawong (2009 Neammanee, K., Rattanawong, P. (2009). Non-uniform bound on normal approximation of Latin hypercube sampling. JMR 1:28–42. [Google Scholar]) from the finiteness of the sixth moment to the finiteness of the third moment.     

On the almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces and its application

Abstract

This paper develops almost sure convergence for sums of negatively superadditive dependent random vectors in Hilbert spaces, we obtain Chung type SLLN and the Jaite type SLLN for sequences of negatively superadditive dependent random vectors in Hilbert spaces. Rate of convergence is studied through considering almost sure convergence to 0 of tail series. As an application, the almost sure convergence of degenerate von Mises-statistics is investigated.     

A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis

We consider an autoregressive process with a nonlinear regression function that is modelled by a feedforward neural network. First, we derive a uniform central limit theorem which is useful in the context of change-point analysis. Then, we propose a test for a change in the autoregression function which – by the uniform central limit theorem – has asymptotic power one for a large class of alternatives including local alternatives not restricted to the correctly specified model.