A note on a limit theorem for differentiable mappings

DOI10.1214/AOP/1176992924MaRDI QIDQ1063932zbMATH OpenOpenAlexFDO

Authors K. Borovkov

Publication date 1985

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992924

zbMATH Keywords

mappingsweak convergenceweak invariance principles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Review text

A theorem of \textit{C. Hagwood} and \textit{H. Teicher} [Ann. Probab. 11, 1048-1050 (1983; Zbl 0519.60015)] states that the properly normalized random variables \(\max_{k\leq n}k^{-a}(X_ 1+...+X_ n)\) are asymptotically normal. Here \(0\leq a<1\), and \(X_ 1,X_ 2,..\). are i.i.d. random variables with strictly positive mean. The author points out that this and other results follow easily from the observation that under suitable conditions weak convergence of a sequence of random variables is preserved, if a differentiable function is applied to these r.v.

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