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ON THE FUNCTIONAL CLT FOR PARTIAL SUMS OF TRUNCATED BOUNDED FROM BELOW RANDOM VARIABLES
by
Vladimir Pozdnyakov
BibTeX
@MISC{Pozdnyakov_onthe,
author = {Vladimir Pozdnyakov},
title = {ON THE FUNCTIONAL CLT FOR PARTIAL SUMS OF TRUNCATED BOUNDED FROM BELOW RANDOM VARIABLES},
year = {}
}
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Abstract
Abstract. Let {X,Xi}i≥1 be i.i.d. bounded from below continuous random variables, E|X | < ∞, EX2 = ∞, and {bn}n≥1 be a sequence of increasing positive numbers. When X belongs to the Feller class and bn is such that nP X> bn
