Title Invariance principle for independent random variables with infinite variance
Translation of Title Invariantiškumo principas nepriklausomiems atsitiktiniams dydžiams su begaline dispersija.
Authors Juodis, Mindaugas
DOI 10.15388/LMR.2006.30795
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Is Part of Lietuvos matematikos rinkinys. 2006, T. 46, spec, Nr, p. 445-450.. ISSN 0132-2818
Keywords [eng] Process, adaptive ; Domain of attraction ; Law, normal ; Series scheme
Abstract [eng] A functional central limit theorem for self-normalized adaptive process [...] is considered, where U_m,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.
Type Journal article
Language English
Publication date 2006
CC license CC license description