Electronic Communications in Probability

A note on the invariance principle of the product of sums of random variables

Wei Huang and Li-Xin Zhang

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The central limit theorem for the product of sums of various random variables has been studied in a variety of settings. The purpose of this note is to show that this kind of result is a corollary of the invariance principle.

Article information

Electron. Commun. Probab., Volume 12 (2007), paper no. 6, 51-56.

Accepted: 14 March 2007
First available in Project Euclid: 6 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60F15: Strong theorems
Secondary: 60F05: Central limit and other weak theorems

product of sums of r.v central limit theorem invariance of principle

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Huang, Wei; Zhang, Li-Xin. A note on the invariance principle of the product of sums of random variables. Electron. Commun. Probab. 12 (2007), paper no. 6, 51--56. doi:10.1214/ECP.v12-1255. https://projecteuclid.org/euclid.ecp/1465224949

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