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.
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2007-12-01
|
| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/18189 |
| _version_ | 1819062584468307968 |
|---|---|
| author | Vaidotas Zemlys |
| author_facet | Vaidotas Zemlys |
| author_sort | Vaidotas Zemlys |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-21T15:01:06Z |
| format | Article |
| id | doaj.art-3d4a5905c6a54251a0b192b73f248e55 |
| institution | Directory Open Access Journal |
| issn | 0132-2818 2335-898X |
| language | English |
| last_indexed | 2024-12-21T15:01:06Z |
| publishDate | 2007-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj.art-3d4a5905c6a54251a0b192b73f248e552022-12-21T18:59:34ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2007-12-0147spec.10.15388/LMR.2007.18189On extension of Donsker–Prokhorov invariance principleVaidotas Zemlys0Vilnius UniversityThe 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.https://www.journals.vu.lt/LMR/article/view/18189Brownian sheetfunctional central limit theoremHölder spaceinvariance principletriangular arraysummation process |
| spellingShingle | Vaidotas Zemlys On extension of Donsker–Prokhorov invariance principle Lietuvos Matematikos Rinkinys Brownian sheet functional central limit theorem Hölder space invariance principle triangular array summation process |
| title | On extension of Donsker–Prokhorov invariance principle |
| title_full | On extension of Donsker–Prokhorov invariance principle |
| title_fullStr | On extension of Donsker–Prokhorov invariance principle |
| title_full_unstemmed | On extension of Donsker–Prokhorov invariance principle |
| title_short | On extension of Donsker–Prokhorov invariance principle |
| title_sort | on extension of donsker prokhorov invariance principle |
| topic | Brownian sheet functional central limit theorem Hölder space invariance principle triangular array summation process |
| url | https://www.journals.vu.lt/LMR/article/view/18189 |
| work_keys_str_mv | AT vaidotaszemlys onextensionofdonskerprokhorovinvarianceprinciple |