Convergence of weighted partial sums when the limiting distribution is not necessarily Radon

DOI10.1016/S0304-4149(98)00100-8zbMath0964.60037OpenAlexW1971242091WikidataQ127753677 ScholiaQ127753677MaRDI QIDQ1593627

Barbara Szyszkowicz, Miklós Csörgő, Rimas Norvaiša

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00100-8

zbMATH Keywords

Brownian motionconvergence in distributionpartial sum processnon-Radon measure

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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