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2007 A note on the invariance principle of the product of sums of random variables
Wei Huang, Li-Xin Zhang
Author Affiliations +
Electron. Commun. Probab. 12: 51-56 (2007). DOI: 10.1214/ECP.v12-1255

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.

Citation

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Wei Huang. Li-Xin Zhang. "A note on the invariance principle of the product of sums of random variables." Electron. Commun. Probab. 12 51 - 56, 2007. https://doi.org/10.1214/ECP.v12-1255

Information

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

zbMATH: 1130.60027
MathSciNet: MR2300214
Digital Object Identifier: 10.1214/ECP.v12-1255

Subjects:
Primary: 60F15
Secondary: 60F05

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