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arxiv: 1302.6926 · v1 · pith:MCXDRCWLnew · submitted 2013-02-27 · 🧮 math.ST · math.PR· stat.TH

A functional central limit theorem for the partial sums of sorted i.i.d. random variables

classification 🧮 math.ST math.PRstat.TH
keywords centralfunctionallimitrandomtheoremvariablesfunctioninfty
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Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq t}$.

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