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A note on the almost sure central limit theorem

Author

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  • Lacey, Michael T.
  • Philipp, Walter

Abstract

We give a new proof of the almost sure central limit theorem. It is based on an almost sure invariance principle and extends to weakly dependent random variables.

Suggested Citation

  • Lacey, Michael T. & Philipp, Walter, 1990. "A note on the almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 201-205, March.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:3:p:201-205
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