On extension of Donsker–Prokhorov invariance principle

On extension of Donsker–Prokhorov invariance principle

The extension of Donsker–Prokhorov invariance principle for two-dimensional parameter summation process in Hölder space is provided for the case of independent non-identically distributed random variables.

Bibliographic Details
Main Author: Vaidotas Zemlys
Format: Article
Language:English
Published: Vilnius University Press 2007-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Brownian sheet
functional central limit theorem
Hölder space
invariance principle
triangular array
summation process
Online Access:https://www.journals.vu.lt/LMR/article/view/18189

Internet

https://www.journals.vu.lt/LMR/article/view/18189

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