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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1993 Volume 38, Issue 3, Pages 600–612 (Mi tvp3968)

This article is cited in 3 papers

Functional central limit theorems for a class of quadratic forms in independent random variables

A. Jakubowskia, J. Méminb

a Universytet Mikolaja Kopernika, Institut Matematyki, Torun, Polska
b IRMAR Campus de Rennes T, IRMAR Campus de Beaulieu, Rennes, France

Abstract: The partial-sum processes defined by a quadratic form in independent random variables are martingales. For such processes, using suitable tools of the martingale limit theory, we obtain both sufficient and necessary conditions for the functional central limit theorem to hold. Quadratic forms with nulls on the diagonal are considered only.

Keywords: quadratic forms in random variables, martingales, functional central limit theorem, Wiener process, Rademacher sequence.

Received: 14.01.1993


 English version:
Theory of Probability and its Applications, 1993, 38:3, 423–432

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