A functional central limit theorem for the partial sums of sorted i.i.d. random variables

arXiv1302.6926MaRDI QIDQ6239950FDOQ6239950

Authors: Jean-François Marckert, David Renault 

Publication date: 27 February 2013

Abstract: Let $(X_i,igeq1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $$. We show a functional central limit theorem for the process $tmapstosu{m}_{i=1}^{n}f(X_i)1_{X_{i}leqt}$.

This page was built for publication: A functional central limit theorem for the partial sums of sorted i.i.d. random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6239950)