We present an almost sure limit theorem for the product of the partial sums of i.i.d. positive random variables. We also prove a corresponding almost sure limit theorem for a triangular array.
Abstract.We prove an almost sure functional limit theorem for the product of partial sums of i.i.d.positive random variables with finite second moment.Mathematics Subject Classification. 60F05, 60F15.
We prove an almost sure central limit theorem (ASCLT) for strongly mixing sequence of random variables with a slightly slow mixing rate α(n) = O((log log n) −1−δ ). We also show that ASCLT holds for an associated sequence of random variables without a stationarity assumption.2000 Mathematics Subject Classification: 60F05, 60F15.
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