A convergence theorem for random linear combinations of independent normal random variables

DOI10.1214/AOS/1176344729MaRDI QIDQ599426zbMATH OpenOpenAlexFDO

Authors Norbert Christopeit, K. Helmes

Publication date 1979

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176344729

zbMATH Keywords

maximal inequalityregression analysisstochastic integralsstrong law of large numbers

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05) Linear regression; mixed models (62J05)

Cited in

(9)

• Normal and logistic random variables: Distribution of the linear combination
• On linear combination of generalized logistic random variables with an application to financial returns
• Sum, product and ratio of Pareto and gamma variables
• Exact distribution of the linear combination ofpGumbel random variables
• On the Linear Combination of Laplace and Logistic Random Variables
• On the linear combination of the inverted Dirichlet components
• On the linear combination, product and ratio of normal and Laplace random variables
• On the linear combination of normal and Laplace random variables
• On the linear combination of exponential and gamma random variables

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