The almost sure local central limit theorem for the product of partial sums

2011 ◽  
Vol 121 (2) ◽  
pp. 217-228 ◽  
Author(s):  
ZHICHAO WENG ◽  
ZUOXIANG PENG ◽  
SARALEES NADARAJAH
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Partial Sums ◽  
Local Central Limit Theorem

scholarly journals Almost sure local central limit theorem for the product of some partial sums of negatively associated sequences

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Feng Xu ◽  
Binhui Wang ◽  
Yawen Hou
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
General Result ◽  
Random Variables ◽  
Partial Sums ◽  
Negatively Associated ◽  
Associated Sequences ◽  
Local Central Limit Theorem

AbstractThe almost sure local central limit theorem is a general result which contains the almost sure global central limit theorem. Let $\{X_{k},k\geq 1\}${Xk,k≥1} be a strictly stationary negatively associated sequence of positive random variables. Under the regular conditions, we discuss an almost sure local central limit theorem for the product of some partial sums $(\prod_{i=1}^{k} S_{k,i}/((k-1)^{k}\mu^{k}))^{\mu/(\sigma\sqrt{k})}$(∏i=1kSk,i/((k−1)kμk))μ/(σk), where $\mathbb{E}X_{1}=\mu$EX1=μ, $\sigma^{2}={\mathbb{E}(X_{1}-\mu)^{2}}+2\sum_{k=2}^{\infty}\mathbb{E}(X_{1}-\mu)(X_{k}-\mu)$σ2=E(X1−μ)2+2∑k=2∞E(X1−μ)(Xk−μ), $S_{k,i}=\sum_{j=1}^{k}X_{j}-X_{i}$Sk,i=∑j=1kXj−Xi.

scholarly journals Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights

2021 ◽  
Vol 179 (3-4) ◽  
pp. 1145-1181 ◽  
Author(s):  
Sebastian Andres ◽  
Alberto Chiarini ◽  
Martin Slowik
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Local Limit Theorem ◽  
Time Dependent ◽  
Moment Condition ◽  
Difference Operators ◽  
Random Conductance Model ◽  
Local Central Limit Theorem ◽  
Random Conductance

AbstractWe establish a quenched local central limit theorem for the dynamic random conductance model on $${\mathbb {Z}}^d$$ Z d only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show Hölder continuity estimates for solutions to the heat equation for discrete finite difference operators in divergence form with time-dependent degenerate weights. The proof is based on De Giorgi’s iteration technique. In addition, we also derive a quenched local central limit theorem for the static random conductance model on a class of random graphs with degenerate ergodic weights.

On the exact order of normal approximation in multivariate renewal theory

1985 ◽  
Vol 22 (02) ◽  
pp. 280-287 ◽  
Author(s):  
Ştefan P. Niculescu ◽  
Edward Omey
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Normal Approximation ◽  
Renewal Theory ◽  
Rates Of Convergence ◽  
Partial Sums ◽  
Exact Order ◽  
First Passage ◽  
The Central Limit Theorem

Equivalence of rates of convergence in the central limit theorem for the vector of maximum sums and the corresponding first-passage variables is established. A similar result for the vector of partial sums and the corresponding renewal variables is also given. The results extend to several dimensions the bivariate results of Ahmad (1981).

scholarly journals An expansion related to the central limit theorem

1969 ◽  
Vol 10 (1-2) ◽  
pp. 219-230
Author(s):  
C. R. Heathcote
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Random Variables ◽  
Partial Sums ◽  
The Central Limit Theorem ◽  
Independent And Identically Distributed

Let X1, X2,…be independent and identically distributed non-lattice random variables with zero, varianceσ2<∞, and partial sums Sn = X1+X2+…+X.

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