| Title |
On extension of Donsker-Prokhorov invariance principle |
| Translation of Title |
Apie Donsker-Prokhorov ivariantiškumo principo apibendrinimą. |
| Authors |
Zemlys, Vaidotas |
| DOI |
10.15388/LMR.2007.18189 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys.. Vilnius. 2007, t. 47, spec. nr, p. 80-86.. ISSN 0132-2818 |
| Keywords [eng] |
Functional central limit theorem ; Hölder space ; Invariance principle ; Summation process |
| Abstract [eng] |
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. |
| Published |
Vilnius |
| Type |
Journal article |
| Language |
English |
| Publication date |
2007 |
| CC license |
|