FUNCTIONAL LIMIT-THEOREMS FOR WEIGHTED SUMS OF IID RANDOM-VARIABLES

被引：13

作者：

KASAHARA, Y ^{[1
]}

MAEJIMA, M ^{[1
]}

机构：

[1] KEIO UNIV,DEPT MATH,YOKOHAMA,KANAGAWA 223,JAPAN

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1986年 / 72卷 / 02期

关键词：

D O I：

10.1007/BF00699101

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：161 / 183

页数：23

共 50 条

[31] STRONG LIMIT-THEOREMS FOR CERTAIN ARRAYS OF RANDOM-VARIABLES
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ANNALS OF PROBABILITY, 1976, 4 (03): : 444 - 452
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[38] LIMIT-THEOREMS FOR SUPREMA, THRESHOLD-STOPPED RANDOM-VARIABLES AND LAST EXITS OF IID RANDOM-VARIABLES WITH COSTS AND DISCOUNTING, WITH APPLICATIONS TO OPTIMAL STOPPING
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[39] LIMIT LAWS FOR THE MAXIMUM OF WEIGHTED AND SHIFTED IID RANDOM-VARIABLES
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[40] A MARTINGALE APPROACH TO CENTRAL LIMIT-THEOREMS FOR EXCHANGEABLE RANDOM-VARIABLES
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