Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

An Invariance Principle of Uniform CLT for the Baker's Transformation

  • Jongsig Bae (Department of Mathematics, Sung Kyun Kwan University, Suwon, 440-746, KOREA)
  • Published : 1995.04.01
Download PDF
⟨ Previous Next ⟩

Abstract

The baker's transformation is an ergodic transformation defined on the half open unit square. This paper considers the limiting begavior of the partial sum process of a martingale sequence constructed from the baker's transformation in the context of an invariance principle of a uniform central limit theorm.

Keywords

References

  1. Ph. D. thesis, Michigan State University Convergence of Stochastic Processes indexed by Parameters Bae,J.
  2. Lecture notes in Math A Course on Empirical Processes Dudley,R.M.
  3. Probability: Theory and Examples Durrett,R.
  4. J. Theoret. Probab. v.2 A Uniform CLT for Uniformly Bounded Families of Martingale Differences Levental,S.
  5. Springer series in Statistics Convergence of Stochastic Processes Pollard,D.