On the invariance principle for sums of independent identically distributed random variables |
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| Authors: | Pter Major |
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| Institution: | Mathematical Institute of the Hungarian Academy of Sciences, Budapest, Hungary |
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| Abstract: | 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 unsolved problems are given. |
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| Keywords: | Invariance principle weak convergence |
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