Weak convergence of products of sums of independent and non-identically distributed random variables

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:353

Article

Matula, Przemyslaw¹  Stepien, Mona¹ 

[1] Marie Curie Sklodowska Univ, Inst Math, PL-20031 Lublin, Poland

关键词: Invariance principle;    Central limit theorem;    Products of sums;    Independent random variables;   

DOI  :  10.1016/j.jmaa.2008.11.069

来源: Elsevier

【 摘 要 】

We study limit properties in the sense of weak convergence in the space D[0, 1] of certain processes based on products of sums of independent and non-identically distributed random variables. The obtained results extend and generalize results known in the i.i.d. case. (C) 2008 Elsevier Inc. All rights reserved.

【 授权许可】

Free