A functional central limit theorem for the partial sums of sorted i.i.d. random variables
Statistics Theory
2013-02-28 v1 Probability
Statistics Theory
Abstract
Let be a sequence of i.i.d. random variables with values in , and be a function such that . We show a functional central limit theorem for the process .
Cite
@article{arxiv.1302.6926,
title = {A functional central limit theorem for the partial sums of sorted i.i.d. random variables},
author = {Jean-François Marckert and David Renault},
journal= {arXiv preprint arXiv:1302.6926},
year = {2013}
}
Comments
9 pages