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

Abstract

Abstract The almost sure local central limit theorem is a general result which contains the almost sure global central limit theorem. Let {Xk,k≥1} $\{X_{k},k\geq 1\}$ 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 (∏i=1kSk,i/((k−1)kμk))μ/(σk) $(\prod_{i=1}^{k} S_{k,i}/((k-1)^{k}\mu^{k}))^{\mu/(\sigma\sqrt{k})}$, where EX1=μ $\mathbb{E}X_{1}=\mu$, σ2=E(X1−μ)2+2∑k=2∞E(X1−μ)(Xk−μ) $\sigma^{2}={\mathbb{E}(X_{1}-\mu)^{2}}+2\sum_{k=2}^{\infty}\mathbb{E}(X_{1}-\mu)(X_{k}-\mu)$, Sk,i=∑j=1kXj−Xi $S_{k,i}=\sum_{j=1}^{k}X_{j}-X_{i}$.

Keywords

• Negatively associated random variables
• Almost sure local central limit theorem
• Product of partial sum