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Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 4, Pages 779–784
DOI: https://doi.org/10.4213/tvp3824
(Mi tvp3824)
 

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Weak Convergence of a Certain Functional

V. M. Kruglov, G. N. Petrovskaya

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Full-text PDF (619 kB) Citations (1)
Abstract: We consider the functional $T_n=(S_1^2+\dots+S_n^2)/(nV_n^2)$ derived from a sequence $\{X_n\}_{n\ge 1}$ of independent identically distributed random variables, where $S_k=X_1+\dots+X_k$, $V_n^2=X_1^2+\dots+X_n^2$. Let $G$ be the distribution function of the random variable $\int_{0}^{1}W^2(t)\,dt$, where $W(t)$, $t\in [0,1]$, is a Wiener process. We show that the distribution function $T_n$ weakly converges to $G$ as $n\to\infty$ if and only if the distribution function of the random variable $X_1$ belongs to the attraction domain of the normal law and $\mathbf{E}X_1=0$.
Keywords: weak convergence, convergence in probability, random variable, distribution function.
Received: 05.02.2001
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 4, Pages 721–727
DOI: https://doi.org/10.1137/S0040585X97979329
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Kruglov, G. N. Petrovskaya, “Weak Convergence of a Certain Functional”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 779–784; Theory Probab. Appl., 46:4 (2002), 721–727
Citation in format AMSBIB
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\by V.~M.~Kruglov, G.~N.~Petrovskaya
\paper Weak Convergence of a Certain Functional
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\pages 779--784
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\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 4
\pages 721--727
\crossref{https://doi.org/10.1137/S0040585X97979329}
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  • https://www.mathnet.ru/eng/tvp3824
  • https://doi.org/10.4213/tvp3824
  • https://www.mathnet.ru/eng/tvp/v46/i4/p779
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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