A functional central limit theorem for the partial sums of sorted i.i.d. random variables
Jean-François MarckertDavid Renault
所有作者
Jean-François MarckertDavid Renault
文献摘要
Let (Xi,i≥1) be a sequence of i.i.d. random variables with values in
[0,1], and f be a function such that ‘E(f(X1)2)<+∞. We show a
functional central limit theorem for the process $t\mapsto \sum_{i=1}^n
f(X_i)1_{X_i\leq t}$.