Asymptotics for sums of a function of normalized independent sums

DOI10.1016/J.SPL.2008.09.013zbMATH Open1157.60306arXiv1006.0462OpenAlexW1985681604MaRDI QIDQ1004253FDOQ1004253

Authors: K. M. Kosiński 

Publication date: 2 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempala and Wesolowski (Statist. Probab. Lett. 74 (2005) 129--138), which can be obtained by applying the logarithm as the function, holds true under weaker assumptions.

Full work available at URL: https://arxiv.org/abs/1006.0462

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Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• Complete Convergence and the Law of Large Numbers
• Complete convergence and almost sure convergence of weighted sums of random variables
• Limit distributions for products of sums.
• A note on asymptotic distribution of products of sums
• Asymptotics for products of sums and \(U\)-statistics
• Asymptotics for products of independent sums with an application to Wishart determinants

Cited In (9)

• On the asymptotic normality of trigonometric and related sums of random variables
• Moment equalities for sums of random variables via integer partitions and Faa di Bruno's formula
• Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time
• Title not available (Why is that?)
• Non-linear functionals preserving normal distribution and their asymptotic normality
• On the asymptotic behavior of randomly weighted averages
• A note on the ASCLT for triangular arrays of random variables with an extension to U-statistics
• On the functional limits for sums of a function of partial sums
• A central limit theorem of dependent sums of standard exponential functionals motivated by extreme value theory

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