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http://dx.doi.org/10.4134/BKMS.2013.50.5.1539

THE INVARIANCE PRINCIPLE FOR RANDOM SUMS OF A DOUBLE RANDOM SEQUENCE

Gao, Zhenlong (School of Mathematical Sciences Qufu Normal University)
Fang, Liang (College of Mathematic and Computer Sciences Changsha University of Science and Technology, College of Mathematic and Computer Sciences Hunan Normal University)

Publication Information

Bulletin of the Korean Mathematical Society / v.50, no.5, 2013 , pp. 1539-1554 More about this Journal

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.

Keywords

double random sequence; invariance principle; weak convergence;

Citations & Related Records

Reference

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