Asymptotic distribution of independent not identically distributed random vectors given their sum. Functional limit laws for the increments of Lévy processes.

Abstract : In the first part, we obtain Gibbs type conditional limit theorems for independent non identically distributed random vectors. In the second part, we obtain functional Erdos-Renyi laws for the increments of Lévy processes.
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Dimbihery Rabenoro. Asymptotic distribution of independent not identically distributed random vectors given their sum. Functional limit laws for the increments of Lévy processes.. Mathematics [math]. Sorbonne Université, Université Pierre et Marie Curie, Paris 6; Laboratoire de Probabilités, Statistique et Modélisation (LPSM), 2018. English. ⟨tel-02428701⟩

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