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The theta-dependence coefficient and an Almost Sure Limit Theorem for random iterative models

Authors :
Michel Weber
Rita Giuliano-Antonini
Institut de Recherche Mathématique Avancée (IRMA)
Université de Strasbourg (UNISTRA)-Centre National de la Recherche Scientifique (CNRS)
Source :
Statistics and Probability Letters, Statistics and Probability Letters, Elsevier, 2009, 78 (5), pp.564. ⟨10.1016/j.spl.2007.09.008⟩
Publication Year :
2008
Publisher :
Elsevier BV, 2008.

Abstract

International audience; We prove a weighted Almost Sure Limit Theorem in the setting of random iterative models. This theorem generalizes previous results obtained for sequences of normalized partial sums and some other classes of random sequences.

Details

ISSN :
01677152
Volume :
78
Database :
OpenAIRE
Journal :
Statistics & Probability Letters
Accession number :
edsair.doi.dedup.....5501dbfb3bed44391e9a2394a52b896f
Full Text :
https://doi.org/10.1016/j.spl.2007.09.008