Central limit theorem in the space D[0,1]
type: Item
instance of: scholarly article
title: Central limit theorem in the space D[0,1]
zbMATH Open document ID: 0593.60032
DOI: 10.1007/BF00966749
published in: Lithuanian Mathematical Journal
publication date: 1985-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 3953952
zbMATH Keywords: central limit theorem
zbMATH Keywords: invariance principle
zbMATH Keywords: weak convergence
zbMATH Keywords: stable process
author: D. B. Yuknyavichene
MaRDI profile type: Publication
cites work: Q5560061
cites work: Q4085018
cites work: Q5538132
cites work: Central limit theorems in D[0, 1]
cites work: Asymptotic representation ofM-estimators of location
cites work: Q4748883
full work available at URL: https://doi.org/10.1007/bf00966749
OpenAlex ID: W2104196561
description: scientific article; zbMATH DE number 3953952