The invariance principle for random sums of a double random sequence (Q2872993)
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scientific article; zbMATH DE number 6247101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The invariance principle for random sums of a double random sequence |
scientific article; zbMATH DE number 6247101 |
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17 January 2014
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invariance principle
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weak convergence
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double random sequence
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The invariance principle for random sums of a double random sequence (English)
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The paper establishes an extension of Donsker's invariance principle to the case of random time partial sums of a double indexed sequence of row-wise i.i.d. random variables. The random time is expressed by a sequence of random variables \(Z_n\) such that \(Z_n/c_n \to Z\) in probability for a sequence \(c_n \to \infty\).
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