On the random functional central limit theorems with almost sure convergence

• Autorzy: Orzóg M. , Rychlik Z.
• Języki publikacji: EN

Abstrakty

EN

In this paper we present functional random-sum central limit theorems with almost sure convergence for independent nonidentically distributed random variables. We consider the case where the summation random indices and partial sums are independent. In the past decade several authors have investigated the almost sure functional central limit theorems and related ‘logarithmic’ limit theorems for partial sums of independent random variables. We extend this theory to almost sure versions of the functional random-sum central limit theorems.

Słowa kluczowe

EN

almost sure central limit theorem; functional random-sum central limit theorem; logarithmic averages; summation methods; Wiener measure

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2007
• Tom: Vol. 27, Fasc. 1
• Strony: 125--138
• Opis fizyczny: Bibliogr. 24 poz.

Twórcy

autor

Orzóg M.

• State School of Higher Education, Chełm, ul. Pocztowa 54, 22-100 Chełm, Poland

autor

Rychlik Z.

• Institute of Mathematics, Maria Curie-Skłodowska University, pl. Marii Curie-Skłodowskiej 1, 20-031 Lublin, Poland

Bibliografia

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