Weak convergence of products of sums of independent and non-identically distributed random variables

DOI10.1016/J.JMAA.2008.11.069zbMath1161.60008OpenAlexW2016690166MaRDI QIDQ1014658

Iwona Stȩpień, Przemysław Matuła

Publication date: 29 April 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.11.069

zbMATH Keywords

central limit theoreminvariance principleindependent random variablesproducts of sums

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

The almost sure local central limit theorem for the product of partial sums ⋮ Functional limit theorem for products of sums of independent and nonidentically distributed random variables ⋮ Precise asymptotics for products of sums and \(U\)-statistics ⋮ Moderate deviations principle for products of sums of random variables

Cites Work

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• Asymptotic distribution for products of sums under dependence
• The invariance principle for nonstationary sequences of associated random variables
• The asymptotic distribution of sums of records
• Asymptotics for products of sums and \(U\)-statistics
• Symmetric functionals on random matrices and random matchings problems
• A note on the invariance principle of the product of sums of random variables
• Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences

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