A weak invariance principle with applications to domains of attraction

DOI10.1214/AOP/1176995574zbMath0376.60027OpenAlexW1993176489MaRDI QIDQ1245518

Gordon Simons, William Stout

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1214/aop/1176995574

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (10)

A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables ⋮ Almost sure and weak invariance principles for random variables attracted by a stable law ⋮ The divisible sandpile with heavy-tailed variables ⋮ Some limit theorems for dependent Bernoulli random variables ⋮ Invariance principles for generalized domains of semistable attraction ⋮ A strong invariance principle for the elephant random walk ⋮ Non‐stationary autoregressive processes with infinite variance ⋮ Spectral estimates and stable processes ⋮ Strong approximation and a central limit theorem for St. Petersburg sums ⋮ Dominated variation and related concepts and Tauberian theorems for Laplace transforms

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