Open AccessOn extension of Donsker–Prokhorov invariance principle
Author(s) -
Vaidotas Zemlys
Publication year - 2007
Publication title -
lietuvos matematikos rinkinys
Language(s) - English
Resource type - Journals
eISSN - 2335-898X
pISSN - 0132-2818
DOI - 10.15388/lmr.2007.18189
Subject(s) - invariance principle , extension (predicate logic) , independent and identically distributed random variables , mathematics , space (punctuation) , process (computing) , statistical physics , mathematical analysis , random variable , statistics , computer science , physics , epistemology , philosophy , programming language , operating system
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.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom