On the invariance principle for sums of independent identically distributed random variables

Péter Major

Journal of Multivariate Analysis, 1978, vol. 8, issue 4, 487-517

Abstract: The paper deals with the invariance principle for sums of independent identically distributed random variables. First it compares the different possibilities of posing the problem. The sharpest results of this theory are presented with a sketch of their proofs. At the end of the paper some unsolved problems are given.

Keywords: Invariance; principle; weak; convergence (search for similar items in EconPapers)
Date: 1978
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Citations: View citations in EconPapers (5)

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