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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 3, Pages 600–612 (Mi tvp3968)  

This article is cited in 3 scientific papers (total in 3 papers)

Functional central limit theorems for a class of quadratic forms in independent random variables

A. Jakubowskia, J. Méminb

a Universytet Mikolaja Kopernika, Institut Matematyki, Torun, Polska
b IRMAR Campus de Rennes T, IRMAR Campus de Beaulieu, Rennes, France
Abstract: The partial-sum processes defined by a quadratic form in independent random variables are martingales. For such processes, using suitable tools of the martingale limit theory, we obtain both sufficient and necessary conditions for the functional central limit theorem to hold. Quadratic forms with nulls on the diagonal are considered only.
Keywords: quadratic forms in random variables, martingales, functional central limit theorem, Wiener process, Rademacher sequence.
Received: 14.01.1993
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 3, Pages 423–432
DOI: https://doi.org/10.1137/1138040
Bibliographic databases:
Language: Russian
Citation: A. Jakubowski, J. Mémin, “Functional central limit theorems for a class of quadratic forms in independent random variables”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 600–612; Theory Probab. Appl., 38:3 (1993), 423–432
Citation in format AMSBIB
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\by A.~Jakubowski, J.~M\'emin
\paper Functional central limit theorems for a~class of quadratic forms in independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 3
\pages 600--612
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1404667}
\zmath{https://zbmath.org/?q=an:0925.60025}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 3
\pages 423--432
\crossref{https://doi.org/10.1137/1138040}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1993PJ74300003}
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  • https://www.mathnet.ru/eng/tvp/v38/i3/p600
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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