On the logarithmic average of additive functionals

E. Csáki and A. Földes

Statistics & Probability Letters, 1995, vol. 22, issue 4, 261-268

Abstract: Let X1, X2, ... be i.i.d. integer valued random variables, put Sn = X1 + ... + Xn. Let f(x) be a real valued function on integers with . We establish functional central limit theorem for the logarithmic average of the additive functionals An = [Sigma]k=1nf(Sk). Similar results are also given for additive functionals of the Wiener process.

Keywords: Functional; central; limit; theorem; Additive; functionals; Random; walk; Wiener; process (search for similar items in EconPapers)
Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)00075-J
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:22:y:1995:i:4:p:261-268

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().