The Theta-dependence coefficient and an Almost Sure Limit Theorem for Random Iterative Models

R. Giuliano-Antonini , Michel Weber (1)

1 IRMA - Institut de Recherche Mathématique Avancée

We prove a weighted Almost Sure Limit Theorem in the setting of random iterative models. This theorem generalizes previous results obtained for sequences of normalized partial sums and some other classes of random sequences.

Mots clés: Physical Sciences

Domaines: Probabilités [math.PR]

R. Giuliano-Antonini, Michel Weber. The Theta-dependence coefficient and an Almost Sure Limit Theorem for Random Iterative Models. Statistics and Probability Letters, 2009, 78 (5), pp.564. ⟨10.1016/j.spl.2007.09.008⟩. ⟨hal-00594456⟩