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.