Local invariance principle for i. i. d. random variables (Q2767602)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Local invariance principle for i. i. d. random variables |
scientific article; zbMATH DE number 1697747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local invariance principle for i. i. d. random variables |
scientific article; zbMATH DE number 1697747 |
Statements
21 October 2002
0 references
weak convergence
0 references
Donsker-Prokhorov theorem
0 references
0 references
0.90868574
0 references
0.90518767
0 references
0.8844428
0 references
Local invariance principle for i. i. d. random variables (English)
0 references
For a sequence of i.i.d. random variables it is proved that the associated normalized step process converges weakly to a Wiener process. For the functional distribution the convergence for the variation distance for a class of functionals is strengthened.
0 references
