A note on the invariance principle of the product of sums of random variables

被引：22

作者：

Zhang, Li-Xin ^{[1
]}

Huang, Wei ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310027, Peoples R China

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2007年 / 12卷

关键词：

product of sums of r. v; central limit theorem; invariance of principle;

D O I：

10.1214/ECP.v12-1255

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The central limit theorem for the product of sums of various random variables has been studied in a variety of settings. The purpose of this note is to show that this kind of result is a corollary of the invariance principle.

引用

页码：59 / 64

页数：6

共 6 条

[1] Arnold B.C., 1999, EXTREMES, V1, P351, DOI [10.1023/A:1009933902505, DOI 10.1023/A:1009933902505]
[2] Billingsley P., 1999, CONVERGENCE PROBABIL
[3] Csorgo M., 1981, Probability and Mathematical Statistics: a series of monographs and textbooks
[4] A note on the almost sure limit theorem for the product of partial sums
Gonchigdanzan, K
Rempala, GA
[J]. APPLIED MATHEMATICS LETTERS, 2006, 19 (02) : 191 - 196
[5] ASYMPTOTICS FOR PRODUCTS OF SUMS AND U-STATISTICS
Rempala, Grzegorz
Wesolowski, Jacek
[J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2002, 7 : 47 - 54
[6] Strassen V., 1964, Z WAHRSCHEINLICHKEIT, V3, P211, DOI 10.1007/BF00534910

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