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An invariance principle for processes indexed by two parameters and some statistical applications
An invariance principle two parameters some statistical applications
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2009/9/23
An invariance principle for processes indexed by two parameters and some statistical applications。
On a limit theorem and invariance principle for symmetric statistics
a limit theorem invariance principle symmetric statistics
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2009/9/23
On a limit theorem and invariance principle for symmetric statistics。
Local invariance principle for Markov chains
Local invariance principle Markov chains
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2009/9/22
We consider stationary homogeneous Markov chains
and the polygonal processes defined by a usual way using such chains.
There are many results about invariance principles of those processes.
In this...
Distributions of suprema of Levy processes via the Heavy Traffic Invariance Principle
Livy process supremum heavy traflic queueing systems
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2009/9/21
We study the relationship between the distribution of
the supremum functional M, = sup,,,,,(X(t)-fit) for a process
X with stationary, but not necessarily independent increments, and the
I limiting...
Hölderian invariance principle for linear processes
invariance principle linear processes short memory long memory Wiener measure
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2009/6/15
Hölderian invariance principle for linear processes.
Independence of four projective criteria for the weak invariance principle
Weak invariance principle Martingale approximation Projective criterion
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2009/6/15
Independence of four projective criteria for the weak invariance principle.
A note on the invariance principle of the product of sums of random variables
central limit theorem invariance principle random variables
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2009/3/23
The central limit theorem for the product of sums of various random variables has been studied in a variety of settings. The purpose of this note is to show that this kind of result is a corollary of ...