Weak convergence of self-normalized partial sums processes
Probability
2013-06-21 v2
Abstract
Let be a sequence of independent identically distributed non-degenerate random variables. Put and A weak convergence theorem is established for the self-normalized partial sums processes when belongs to the domain of attraction of a stable law with index . The respective limiting distributions of the random variables and are also obtained under the same condition.
Cite
@article{arxiv.1204.2074,
title = {Weak convergence of self-normalized partial sums processes},
author = {Miklós Csörgő and Zhishui Hu},
journal= {arXiv preprint arXiv:1204.2074},
year = {2013}
}