On extension of Donsker–Prokhorov invariance principle
Articles
Vaidotas Zemlys
Vilnius University
Published 2007-12-20
https://doi.org/10.15388/LMR.2007.18189
PDF (Lithuanian)

Keywords

Brownian sheet
functional central limit theorem
Hölder space
invariance principle
triangular array
summation process

How to Cite

Zemlys, V. (2007) “On extension of Donsker–Prokhorov invariance principle”, Lietuvos matematikos rinkinys, 47(spec.), pp. 80–86. doi:10.15388/LMR.2007.18189.

Abstract

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.

PDF (Lithuanian)

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