Functional limit theorems for weighted sums of i.i.d. random variables
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Publication:1059924
DOI10.1007/BF00699101zbMath0567.60037MaRDI QIDQ1059924
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)
Related Items (9)
Convergence of weighted sums of random variables with long-range dependence. ⋮ Weighted sums of i.i.d. random variables attracted to integrals of stable processes ⋮ Limit theorems for the discount sums of moving averages ⋮ The joint fluctuations of the lengths of the \(\operatorname{Beta}(2 - {\alpha}, {\alpha})\)-coalescents ⋮ Anomalous scaling regime for one-dimensional Mott variable-range hopping ⋮ Non‐stationary autoregressive processes with infinite variance ⋮ Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem ⋮ Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line ⋮ Generalized jump-type Ornstein-Uhlenbeck processes as limits of infinite- particle systems
Cites Work
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- Limit theorems for point processes and their functionals
- On Valiron and circle convergence
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- Functional limit theorems for dependent variables
- The central limit theorem for summability methods of I.I.D. random variables
- A limit theorem for discounted sums
- Summability methods and almost sure convergence
- Summability Methods for Independent, Identically Distributed Random Variables
- Local Limit Theorems for Sums of Weighted Independent Random Variables
- Weak convergence of probability measures and random functions in the function space D[0,∞)
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