Functional Limit Theorem for Products of Sums of Independent and Nonidentically Distributed Random Variables
Author(s) -
Przemysław Matuła,
Iwona Stępień
Publication year - 2013
Publication title -
journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.252
H-Index - 13
eISSN - 2314-4785
pISSN - 2314-4629
DOI - 10.1155/2013/640137
Subject(s) - independent and identically distributed random variables , mathematics , random variable , limit (mathematics) , central limit theorem , convergence (economics) , weak convergence , discrete mathematics , statistics , mathematical analysis , computer science , computer security , economics , asset (computer security) , economic growth
We study the weak convergence in the space of processes constructed from products of sums of independent but not necessarily identically distributed random variables. The presented results extend and generalize limit theorems known so far for i.i.d. sequences.
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