Invariance principle for independent random variables with infinite variance
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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| Format: | Article |
| Language: | English |
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Vilnius University Press
2023-09-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/30795 |
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| _version_ | 1823857946971340800 |
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| author | Mindaugas Juodis |
| author_facet | Mindaugas Juodis |
| author_sort | Mindaugas Juodis |
| collection | DOAJ |
| description |
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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| format | Article |
| id | doaj-art-f5a7109f3a7241d99f7e67aa50673341 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2023-09-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-f5a7109f3a7241d99f7e67aa506733412025-02-11T18:12:24ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2023-09-0146spec.10.15388/LMR.2006.30795Invariance principle for independent random variables with infinite varianceMindaugas Juodis0Institute of Mathematics and Informatics 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. https://www.zurnalai.vu.lt/LMR/article/view/30795adaptive processdomain of attractionnormal lawseries scheme |
| spellingShingle | Mindaugas Juodis Invariance principle for independent random variables with infinite variance Lietuvos Matematikos Rinkinys adaptive process domain of attraction normal law series scheme |
| title | Invariance principle for independent random variables with infinite variance |
| title_full | Invariance principle for independent random variables with infinite variance |
| title_fullStr | Invariance principle for independent random variables with infinite variance |
| title_full_unstemmed | Invariance principle for independent random variables with infinite variance |
| title_short | Invariance principle for independent random variables with infinite variance |
| title_sort | invariance principle for independent random variables with infinite variance |
| topic | adaptive process domain of attraction normal law series scheme |
| url | https://www.zurnalai.vu.lt/LMR/article/view/30795 |
| work_keys_str_mv | AT mindaugasjuodis invarianceprincipleforindependentrandomvariableswithinfinitevariance |