Invariance principle for independent random variables with infinite variance
Articles
Mindaugas Juodis
Institute of Mathematics and Informatics
Published 2023-09-21
https://doi.org/10.15388/LMR.2006.30795
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Keywords

adaptive process
domain of attraction
normal law
series scheme

How to Cite

Juodis, M. (2023) “Invariance principle for independent random variables with infinite variance”, Lietuvos matematikos rinkinys, 46(spec.), pp. 445–450. doi:10.15388/LMR.2006.30795.

Abstract

A functional central limit theorem for self-normalized adaptive process U−1m,N ζn is considered, where Um,N is a sum of squares of block-sums of size m, as m and the number of blocks N = n/m tend to infinity.

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