Almost sure central limit theorems for weighted dependent sequences

Abstract

Abstract Let {Xn: n ≧ 1} be a sequence of dependent random variables and let {wnk: 1 ≦ k ≦ n, n ≧ 1} be a triangular array of real numbers. We prove the almost sure version of the CLT proved by Peligrad and Utev [7] for weighted partial sums of mixing and associated sequences of random variables, i.e.