Central limit theorem in the space D[0,1] (Q1076410)
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scientific article; zbMATH DE number 3953952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem in the space D[0,1] |
scientific article; zbMATH DE number 3953952 |
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Central limit theorem in the space D[0,1] (English)
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1985
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Sufficient conditions for the validity of the central limit theorem for series in D[0,1] are given. This result is applied in order to give a new proof of the invariance principle in the form given by \textit{J. Jurečková} [J. Math. Operationsforsch. Stat., Ser. Stat. 11, 61-73 (1980; Zbl 0441.62037)]. Sufficient conditions for the weak convergence of independent identically distributed normed random elements from D[0,1] to a stable process are also given.
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central limit theorem
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invariance principle
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weak convergence
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stable process
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