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For questions about limit theorems of probability theory: (functional or not) central limit theorem, law of large numbers, law of iterated logarithm, etc.
3
votes
0
answers
150
views
“Local” functional central limit theorem for the empirical distribution function
This question is a repost from Mathematics Stack Exchange, where it did not receive any answer.
Assume $(X_i)_{i=1}^{\infty}$ is a sequence of i.i.d. real-valued random variables such that $\mathbb E …
5
votes
1
answer
552
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Donsker's Theorem for triangular arrays
I should mention that I already posed this question on Math Stack Exchange, but didn't receive much feedback.
Assume we have a sequence of smooth i.i.d. random variables $(X_i)_{i=1}^{\infty}$. Given …