International Journal of Mathematics and Mathematical Sciences
Volume 29 (2002), Issue 3, Pages 125-131
doi:10.1155/S0161171202011626

Almost sure central limit theorems for strongly mixing and associated random variables

Khurelbaatar Gonchigdanzan

Department of Mathematical Sciences, University of Cincinnati, Cincinnati 45221-0025, OH, USA

Abstract

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((loglogn)1δ). We also show that ASCLT holds for an associated sequence of random variables without a stationarity assumption.