WEAK CONVERGENCE TO THE BROWNIAN MOTION OF THE PARTIAL
SUMS OF INFIMA OF INDEPENDENT RANDOM VARIABLES
Abstract: Let be a sequence of independent, positive random
variables, defined on a probability space with the common distribution
function
Put and
The aim of this note is to give the rate of weak convergence of to the
Brownian motion. Moreover, the mixing limit theorem and the random functional limit
theorem for the sums are presented.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -