Title of article :
Weak convergence of products of sums of independent and non-identically distributed random variables
Author/Authors :
Matu?a، نويسنده , , Przemys?aw and St?pie?، نويسنده , , Iwona، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2009
Abstract :
We study limit properties in the sense of weak convergence in the space D [ 0 , 1 ] of certain processes based on products of sums of independent and non-identically distributed random variables. The obtained results extend and generalize results known in the i.i.d. case.
Keywords :
Invariance principle , Central Limit Theorem , Products of sums , Independent random variables
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications