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

DOI10.1016/J.JMAA.2008.11.069MaRDI QIDQ1014658zbMATH OpenOpenAlexFDO

Authors Przemysław Matuła, Iwona Stȩpień

Publication date 29 April 2009

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2008.11.069

zbMATH Keywords

central limit theoremindependent random variablesinvariance principleproducts of sums

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Recommendations

• Functional limit theorem for products of sums of independent and nonidentically distributed random variables
• A generalized weak invariance principle for the products of partial sums of random variables
• Weak and almost sure convergence for products of sums of associated random variables
• Weak convergence of product of sums of independent variables with missing values
• Weak convergence of distributions of random sums

Cites work

• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A note on the invariance principle of the product of sums of random variables
• Asymptotic distribution for products of sums under dependence
• Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
• Asymptotics for products of sums and \(U\)-statistics
• Symmetric functionals on random matrices and random matchings problems
• The asymptotic distribution of sums of records
• The invariance principle for nonstationary sequences of associated random variables

Cited in

(11)

• Precise asymptotics for products of sums and \(U\)-statistics
• A generalized weak invariance principle for the products of partial sums of random variables
• Moderate deviations principle for products of sums of random variables
• Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers
• Weak and almost sure convergence for products of sums of associated random variables
• Convergence of products of independent random variables
• On the convergence of the product of independent random variables
• The almost sure local central limit theorem for the product of partial sums
• Weak convergence of product of sums of independent variables with missing values
• Functional limit theorem for products of sums of independent and nonidentically distributed random variables
• scientific article; zbMATH DE number 1183931 (Why is no real title available?)

This page was built for publication: Weak convergence of products of sums of independent and non-identically distributed random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1014658)