On the convergence of generalized moments in almost sure central limit theorem

Ildar Ibragimov and Mikhail Lifshits

Statistics & Probability Letters, 1998, vol. 40, issue 4, 343-351

Abstract: Let {[zeta]k} be the normalized sums corresponding to a sequence of i.i.d. variables with zero mean and unit variance. Define random measures and let G be the normal distribution. We show that for each continuous function h satisfying [integral operator] hdG

Keywords: Almost; sure; limit; theorems; Moments; Strong; invariance; principle (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (11)

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