English

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 (Xi,i1)(X_i,i\geq 1) be a sequence of i.i.d. random variables with values in [0,1][0,1], and ff be a function such that E(f(X1)2)<+`E(f(X_1)^2)<+\infty. We show a functional central limit theorem for the process ti=1nf(Xi)1Xitt\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq t}.

Keywords

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

R2 v1 2026-06-21T23:33:50.958Z