Functional limit theorems for random sums

MaRDI QIDQ2563399zbMATH OpenFDO

Authors Bo Zhang

Publication date 11 December 1996

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

probability spacerandom sum

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Review text

The author gives generalizations of the theorem of Donsker in \textit{I. I. Gikhman} and \textit{A. V. Skorokhod} [``Introduction to the theory of stochastic processes (1977; Zbl 0429.60002)], and the theorem of \textit{R. T. Durrett} and \textit{S. I. Resnick} [Stochastic Processes Appl. 5, 213-220 (1977; Zbl 0368.60028)] for sums of random variables.

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