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

DOI10.1016/j.jmaa.2008.11.069zbMath1161.60008MaRDI QIDQ1014658

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 theorem; invariance principle; independent random variables; products of sums

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

Related Items

The almost sure local central limit theorem for the product of partial sums, Functional limit theorem for products of sums of independent and nonidentically distributed random variables, Moderate deviations principle for products of sums of random variables, Precise asymptotics for products of sums and \(U\)-statistics

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic distribution for products of sums under dependence
• The invariance principle for nonstationary sequences of associated random variables
• The asymptotic distribution of sums of records
• Asymptotics for products of sums and \(U\)-statistics
• Symmetric functionals on random matrices and random matchings problems
• A note on the invariance principle of the product of sums of random variables
• Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences