A Note on a Limit Theorem for Differentiable Mappings
Borovkov, K. A.
Ann. Probab., Tome 13 (1985) no. 4, p. 1018-1021 / Harvested from Project Euclid
The main purpose of this paper is to draw attention to a simple and useful general "continuity theorem" type result, from which a great deal of limit theorems follow as almost immediate consequences. As an example, we give a new very short and transparent proof of the recent result by H. Teicher and C. Hagwood (A multidimensional CLT for maxima of normed sums); in fact, a much more general assertion is proved here. Another application of the main result establishes a correspondence between the convergence of empirical and quantile processes. (A similar result holds for the renewal and partial sums processes.)
Publié le : 1985-08-14
Classification:  Weak convergence and mappings,  weak invariance principle,  60F17,  60F05
@article{1176992924,
     author = {Borovkov, K. A.},
     title = {A Note on a Limit Theorem for Differentiable Mappings},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 1018-1021},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992924}
}
Borovkov, K. A. A Note on a Limit Theorem for Differentiable Mappings. Ann. Probab., Tome 13 (1985) no. 4, pp.  1018-1021. http://gdmltest.u-ga.fr/item/1176992924/