(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
.
Supported by the National Natural Science Foundation of China (No. 10071003) and Beijing Municipal Education Commission (KM200310028107)