Electronic Communications in Probability

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

Wei Huang and Li-Xin Zhang

Full-text: Open access

Abstract

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

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

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

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465224949

Digital Object Identifier
doi:10.1214/ECP.v12-1255

Mathematical Reviews number (MathSciNet)
MR2300214

Zentralblatt MATH identifier
1130.60027

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

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

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

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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References

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