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Invariance principle weak convergence 1
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Major, Péter 1
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Journal of Multivariate Analysis 1
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On the invariance principle for sums of independent identically distributed random variables
Major, Péter - In: Journal of Multivariate Analysis 8 (1978) 4, pp. 487-517
The paper deals with the invariance principle for sums of independent identically distributed random variables. First it compares the different possibilities of posing the problem. The sharpest results of this theory are presented with a sketch of their proofs. At the end of the paper some...
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