본문 바로가기
KERD
논문KCI 등재

The invariance principle for random sums of a double random sequence

0

조회

0

다운로드

0

인용

0

참고문헌

키워드

주제분류수학

초록

In this paper, we extend Donsker's invariance principle to the case of random partial sums processes based on a double sequence of row-wise i.i.d. random variables.

Abstract

In this paper, we extend Donsker's invariance principle to the case of random partial sums processes based on a double sequence of row-wise i.i.d. random variables.

참고문헌 (13)

  1. P. Billingsley, "Convergence of Probability Measures" (1968), John Wiley & Sons
  2. A. D’Aristotile, "An invariance principle for triangular arrays", J. Theoret. Probab, 13(2), pp.327~341 (2000)
  3. A. de Acosta, "Invariance principle in probability for triangular arrays of B-valued ran- dom vectors and some applications", Ann. Probab, 10(2), pp.346~373 (1982)
  4. M. Donsker, "An invariance principle for certain probability limit theorems", Mem. Amer. Math. Soc, (6), pp.1~12 (1951)
  5. P. Erdos, "On certain limit theorems of the theory of probability", Bull. Amer. Math. Soc, 52(2), pp.292~302 (1946)
  6. P. Erdos, "On the number of positive sums of independent random variables", Bull. Amer. Math. Soc, 53(10), pp.1011~1020 (1947)
  7. D. H. Fearn, "Galton-Watson processes with generation dependence", Proceedings of the Sixth Berkeley Symposium onMathematical Statistics and Probability, pp.159~172 (1972)
  8. P. Hall, "Martingale Limit Theory and Its Application" (1980), Academic Press
  9. T. H. Hu, "The invariance principle and its applications to branching processes", Acta Sci. Natur. Univ. Pekinensis, 10, pp.1~27 (1964)
  10. K. S. Kubacki, "On the limit behaviur of random sums of independent random variables", Probab. Math. Statist, 5(2), pp.235~249 (1985)
  11. M. Peligrad, "Invariance principle for mixing sequences of random variables", Ann. Probab, 10(4), pp.968~981 (1982)
  12. A. Rackauskas, "Holderian invariance principle for triangular arrays of random variables", Lith. Math. J, 43(4), pp.423~438 (2003)
  13. Q. M. Shao, "On the invariance principle for stationary-mixing sequences of random variables", Chinese Ann. Math, 10, pp.427~433 (1989)

관련 논문AI추천

이 간행물의 다른 논문 (27건)