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Almost Sure Central Limit Theorems for Heavily Trimmed Sums
Authors:Email author" target="_blank">Fang?WangEmail author  Shi?Hong?Cheng
Institution:(1) Department of Mathematics, Capital Normal University, Beijing 100037, P. R. China;(2) Department of Probability and Statistics, Peking University, Beijing 100871, P. R. China
Abstract:We obtain an almost sure central limit theorem (ASCLT) for heavily trimmed sums. We also prove a function-typed ASCLT under the same conditions that assure measurable functions to satisfy the ASCLT for the partial sums of i.i.d. random variables with $$
EX_{1}  = 0,EX^{2}_{1}  = 1
$$ . Supported by the National Natural Science Foundation of China (No. 10071003) and Beijing Municipal Education Commission (KM200310028107)
Keywords:Almost sure central limit theorem  Heavily trimmed sums  Quantile-transform
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