Journal of Inequalities and Applications (Jan 2010)

A Note on Almost Sure Central Limit Theorem in the Joint Version for the Maxima and Sums

  • Fu Ke-ang,
  • Zang Qing-pei,
  • Wang Zhi-xiang

Journal volume & issue
Vol. 2010, no. 1
p. 234964

Abstract

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Let be a sequence of independent and identically distributed (i.i.d.) random variables and denote , . In this paper, we investigate the almost sure central limit theorem in the joint version for the maxima and sums. If for some numerical sequences , we have for a nondegenerate distribution , and is a bounded Lipschitz 1 function, then almost surely, where stands for the standard normal distribution function, ,and , .