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 Electronic Communications in Probability > Vol. 12 (2007) > Paper 6 open journal systems 


A note on the invariance principle of the product of sums of random variables

Wei Huang, Zhejiang University
Li-Xin Zhang, Zhejiang University


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.


Full text: PDF

Pages: 51-56

Published on: March 14, 2007
Bibliography

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Electronic Communications in Probability. ISSN: 1083-589X